-90.7%
TXXS vs SPY
+13.3%
-104.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -5.6% |
| 7D | +5.3% | +0.1% | +5.2% | +5.4% |
| 30D | +13.9% | +0.1% | +13.9% | +14.8% |
| 3M | -18.6% | +2.0% | -20.6% | -23.8% |
| 6M | -59.0% | +13.0% | -72.0% | -76.6% |
| YTD | -85.6% | +13.5% | -99.2% | -90.8% |
| All | -90.7% | +13.3% | -104.0% | -94.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling