+347.6%
TX vs SPY
+739.8%
-392.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.7% |
| 7D | -6.8% | -2.7% | -4.1% | -3.6% |
| 30D | -12.9% | -5.4% | -7.5% | -6.5% |
| 3M | -5.3% | -4.1% | -1.2% | -0.2% |
| 6M | +4.5% | +0.7% | +3.8% | +3.5% |
| YTD | +32.5% | +8.7% | +23.8% | +19.2% |
| 1Y | +42.0% | +10.9% | +31.1% | +24.3% |
| 3Y | +62.0% | +75.0% | -13.0% | -23.9% |
| 5Y | +77.9% | +67.8% | +10.1% | -12.6% |
| 10Y | +225.5% | +312.9% | -87.3% | -55.8% |
| All | +347.6% | +739.8% | -392.2% | -78.3% |
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