+2.7%
TXO vs SPY
+75.5%
-72.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.0% | -2.0% | +4.0% | +2.5% |
| 30D | +9.5% | -1.7% | +11.1% | +9.9% |
| 3M | +16.4% | +4.7% | +11.6% | +14.7% |
| 6M | +31.1% | +12.5% | +18.6% | +26.2% |
| YTD | +55.3% | +11.7% | +43.6% | +49.8% |
| 1Y | +23.7% | +17.5% | +6.2% | +16.8% |
| All | +2.7% | +75.5% | -72.7% | -12.6% |
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