+180.3%
TEX vs SPY
+311.3%
-131.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +6.1% | +0.5% | +5.6% | +5.3% |
| 30D | -6.9% | -0.9% | -5.9% | -5.5% |
| 3M | +0.6% | +3.9% | -3.3% | -4.5% |
| 6M | +1.9% | +14.5% | -12.6% | -15.4% |
| YTD | +18.8% | +12.9% | +5.9% | +0.8% |
| 1Y | +20.8% | +19.4% | +1.4% | -4.7% |
| 3Y | +11.1% | +78.5% | -67.4% | -49.5% |
| 5Y | +43.2% | +81.8% | -38.5% | -35.0% |
| 10Y | +180.3% | +311.5% | -131.2% | -67.6% |
| All | +180.3% | +311.3% | -131.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling