+10.0%
TRX vs SPY
+851.6%
-841.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.9% |
| 7D | -9.3% | +2.6% | -11.9% | -10.6% |
| 30D | -10.2% | -2.0% | -8.2% | -9.0% |
| 3M | -15.4% | -2.8% | -12.6% | -13.6% |
| 6M | -30.2% | +2.1% | -32.3% | -30.4% |
| YTD | -4.3% | +11.5% | -15.8% | -8.4% |
| 1Y | +31.3% | +13.5% | +17.9% | +24.9% |
| 3Y | +131.6% | +77.7% | +53.9% | +72.1% |
| 5Y | +91.3% | +72.6% | +18.7% | +42.0% |
| 10Y | +72.5% | +308.2% | -235.6% | -26.5% |
| All | +10.0% | +851.6% | -841.6% | -75.3% |
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