+2,134.2%
TXRH vs SPY
+910.3%
+1,223.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.6% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -8.7% | +0.1% | -8.8% | -8.8% |
| 3M | +18.0% | +2.0% | +16.0% | +15.1% |
| 6M | +7.4% | +13.0% | -5.6% | -4.7% |
| YTD | +15.6% | +13.5% | +2.1% | +2.0% |
| 1Y | +13.8% | +20.0% | -6.2% | -4.8% |
| 3Y | +90.7% | +77.2% | +13.5% | +9.9% |
| 5Y | +122.4% | +81.9% | +40.5% | +24.9% |
| 10Y | +405.1% | +314.1% | +91.0% | +36.1% |
| All | +2,134.2% | +910.3% | +1,223.9% | +191.1% |
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