+16.5%
TRX vs SPY
+322.5%
-306.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -1.7% | -0.8% | -1.0% | -1.4% |
| 30D | +2.7% | -1.1% | +3.8% | +3.3% |
| 3M | +22.8% | +3.9% | +19.0% | +21.0% |
| 6M | -38.3% | +13.6% | -51.9% | -41.2% |
| YTD | +22.8% | +12.7% | +10.2% | +17.7% |
| 1Y | +145.7% | +17.5% | +128.1% | +132.5% |
| 3Y | +197.4% | +76.9% | +120.5% | +143.2% |
| 5Y | +151.1% | +83.6% | +67.5% | +100.0% |
| All | +16.5% | +322.5% | -306.0% | -44.6% |
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