+192.1%
TRX vs SPY
+75.5%
+116.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -8.3% | -2.0% | -6.3% | -6.6% |
| 30D | +3.7% | -1.7% | +5.4% | +5.4% |
| 3M | +29.1% | +4.7% | +24.3% | +24.5% |
| 6M | -40.6% | +12.5% | -53.1% | -45.4% |
| YTD | +20.7% | +11.7% | +8.9% | +11.9% |
| 1Y | +146.7% | +17.5% | +129.2% | +125.1% |
| All | +192.1% | +75.5% | +116.6% | +164.1% |
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