+155.6%
TRX vs SPY
+80.9%
+74.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +2.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | +8.5% | -1.4% | +9.9% | +9.5% |
| 3M | +23.7% | +3.7% | +20.0% | +21.2% |
| 6M | -35.8% | +13.0% | -48.8% | -39.8% |
| YTD | +25.0% | +12.4% | +12.6% | +17.9% |
| 1Y | +155.6% | +18.5% | +137.0% | +136.4% |
| 3Y | +194.9% | +77.6% | +117.2% | +129.9% |
| All | +155.6% | +80.9% | +74.7% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling