+131.6%
TRX vs SPY
+78.1%
+53.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.7% |
| 7D | -9.3% | +2.6% | -11.9% | -11.7% |
| 30D | -10.2% | -2.0% | -8.2% | -8.1% |
| 3M | -15.4% | -2.8% | -12.6% | -12.4% |
| 6M | -30.2% | +2.1% | -32.3% | -30.6% |
| YTD | -4.3% | +11.5% | -15.8% | -11.3% |
| 1Y | +31.3% | +13.5% | +17.9% | +20.9% |
| 3Y | +131.6% | +77.7% | +53.9% | +60.2% |
| All | +131.6% | +78.1% | +53.5% | +60.2% |
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 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