-91.6%
TXXS vs SPY
+12.5%
-104.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -7.7% |
| 7D | -9.7% | -0.8% | -8.9% | -6.2% |
| 30D | +6.2% | -1.1% | +7.3% | +13.1% |
| 3M | -21.0% | +3.9% | -24.8% | -36.3% |
| 6M | -63.3% | +13.6% | -76.9% | -81.0% |
| YTD | -87.0% | +12.7% | -99.7% | -91.3% |
| All | -91.6% | +12.5% | -104.0% | -94.4% |
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