+73.0%
TX vs SPY
+80.4%
-7.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +8.0% | +0.1% | +7.9% | +8.0% |
| 3M | +15.7% | +2.0% | +13.7% | +14.0% |
| 6M | +43.0% | +13.0% | +30.0% | +31.1% |
| YTD | +56.3% | +13.5% | +42.8% | +42.7% |
| 1Y | +76.7% | +20.0% | +56.7% | +55.3% |
| All | +73.0% | +80.4% | -7.4% | +11.7% |
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