+365.4%
TX vs SPY
+756.5%
-391.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -1.0% | -0.6% | -0.5% | -0.3% |
| 30D | -12.2% | -3.7% | -8.5% | -7.9% |
| 3M | -6.7% | -2.7% | -4.0% | -3.4% |
| 6M | +12.1% | +2.2% | +9.9% | +9.1% |
| YTD | +37.8% | +10.8% | +26.9% | +20.9% |
| 1Y | +47.0% | +11.2% | +35.8% | +28.3% |
| 3Y | +69.4% | +76.5% | -7.0% | -21.2% |
| 5Y | +73.9% | +72.9% | +1.0% | -17.8% |
| 10Y | +247.7% | +304.8% | -57.1% | -51.2% |
| All | +365.4% | +756.5% | -391.1% | -78.0% |
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