+3,119.7%
TREX vs SPY
+825.4%
+2,294.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.0% |
| 7D | +5.6% | +0.5% | +5.1% | +4.9% |
| 30D | -6.9% | -0.9% | -6.0% | -5.9% |
| 3M | +8.9% | +3.9% | +5.0% | +4.4% |
| 6M | +21.9% | +14.5% | +7.4% | +4.7% |
| YTD | +30.5% | +12.9% | +17.6% | +14.1% |
| 1Y | -27.5% | +19.4% | -46.9% | -40.7% |
| 3Y | -32.0% | +78.5% | -110.5% | -64.3% |
| 5Y | -59.0% | +81.8% | -140.8% | -77.9% |
| 10Y | +203.3% | +311.5% | -108.2% | -29.1% |
| All | +3,119.7% | +825.4% | +2,294.3% | +255.2% |
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