{"schemaVersion":1,"ticker":"TSPX","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/tspx/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, TSPX against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/tspx/"},"benchmark":{"ticker":"VOO","name":"S&P 500 TR Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"TSPX","b":"VOO","window":{"from":"2025-02-28","to":"2026-10-30","firstReturn":"2025-03-07","weeklyReturns":87,"years":1.67,"short":true,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03966539,"perWeek":0.000762796,"days":419,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.26944084,"b":0.29865077,"edge":"VOO (slight)","lead":"VOO"},"annualised":{"a":0.15326547,"b":0.16905387,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":0.24274436,"b":0.27177713,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.0994567,"b":0.15200724,"edge":"TSPX","lead":"TSPX"},"downsideDeviation":{"a":0.0599818,"b":0.1007452,"edge":"TSPX","lead":"TSPX"},"maxDrawdown":{"a":-0.06358652,"b":-0.1449518,"edge":"TSPX","lead":"TSPX","aPeak":"2026-01-09","aTrough":"2026-03-27","bPeak":"2025-02-28","bTrough":"2025-04-04"},"excess":{"a":0.10799896,"b":0.1282425,"edge":"VOO","lead":"VOO"},"sharpe":{"a":1.08588929,"b":0.84366048,"edge":"TSPX","lead":"TSPX"},"sortino":{"a":1.80052885,"b":1.27293901,"edge":"TSPX","lead":"TSPX"},"calmar":{"a":2.41034544,"b":1.16627645,"edge":"TSPX","lead":"TSPX"}},"relative":{"TSPX":{"on":"VOO","beta":0.63697749,"r2":0.94778244,"alpha":0.02631138,"alphaT":1.4785406,"alphaLow":-0.00907085,"alphaHigh":0.0616936,"upsideCapture":0.64627156,"downsideCapture":0.72948384,"treynor":0.1695491,"trackingError":0.05967894,"informationRatio":-0.33920742,"upWeeks":49,"downWeeks":38,"treynorReference":0.1282425,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"TSPX","lead":"TSPX"},"treynor":{"edge":"TSPX","lead":"TSPX"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"TSPX":{"kept":"2026-11-01","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":87,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.26944084}},"VOO":{"kept":"2026-11-01","distributions":7,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":87,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.29865077}}}}