+19.2%
TEX vs SPY
+75.1%
-55.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -2.7% | +0.6% | +2.0% |
| 30D | +1.5% | -5.4% | +6.9% | +10.5% |
| 3M | -15.7% | -4.1% | -11.6% | -10.1% |
| 6M | -14.0% | +0.7% | -14.7% | -14.7% |
| YTD | +3.8% | +8.7% | -4.9% | -8.0% |
| 1Y | +20.3% | +10.9% | +9.4% | +3.6% |
| 3Y | +19.2% | +75.0% | -55.8% | -47.0% |
| All | +19.2% | +75.1% | -55.9% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling