+122.6%
TXRH vs SPY
+72.1%
+50.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.1% | +2.6% | -1.5% | -0.9% |
| 30D | +11.6% | -2.0% | +13.6% | +13.4% |
| 3M | -9.8% | -2.8% | -7.0% | -7.9% |
| 6M | +4.6% | +2.1% | +2.4% | +2.0% |
| YTD | +13.4% | +11.5% | +2.0% | +2.5% |
| 1Y | +12.5% | +13.5% | -1.0% | 0.0% |
| 3Y | +81.7% | +77.7% | +4.0% | +6.7% |
| All | +122.6% | +72.1% | +50.5% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling