+206.4%
TREX vs SPY
+322.5%
-116.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +1.7% |
| 7D | -1.5% | -0.8% | -0.7% | -0.4% |
| 30D | -9.2% | -1.1% | -8.2% | -7.8% |
| 3M | -3.0% | +3.9% | -6.9% | -8.0% |
| 6M | +17.8% | +13.6% | +4.2% | -1.1% |
| YTD | +28.1% | +12.7% | +15.5% | +8.9% |
| 1Y | -27.8% | +17.5% | -45.3% | -42.3% |
| 3Y | -34.5% | +76.9% | -111.4% | -70.4% |
| 5Y | -59.9% | +83.6% | -143.5% | -82.0% |
| All | +206.4% | +322.5% | -116.0% | -54.0% |
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 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