+1,249.1%
TEX vs SPY
+2,954.7%
-1,705.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.4% |
| 7D | -2.1% | -2.7% | +0.6% | +1.7% |
| 30D | +1.5% | -5.4% | +6.9% | +9.7% |
| 3M | -15.7% | -4.1% | -11.6% | -10.5% |
| 6M | -14.0% | +0.7% | -14.7% | -14.5% |
| YTD | +3.8% | +8.7% | -4.9% | -6.8% |
| 1Y | +20.3% | +10.9% | +9.4% | +5.1% |
| 3Y | +19.2% | +75.0% | -55.8% | -44.1% |
| 5Y | +20.7% | +67.8% | -47.1% | -38.4% |
| 10Y | +169.6% | +312.9% | -143.2% | -59.2% |
| All | +1,249.1% | +2,954.7% | -1,705.6% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling