+77.7%
SPY vs TRI
-10.1%
+87.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -2.9% | +5.5% | +2.8% |
| 30D | -2.0% | +3.7% | -5.7% | -2.5% |
| 3M | -2.8% | +3.7% | -6.5% | -3.4% |
| 6M | +2.1% | +35.1% | -33.0% | -1.9% |
| YTD | +11.5% | -14.0% | +25.5% | +16.6% |
| 1Y | +13.5% | -19.0% | +32.4% | +20.5% |
| 3Y | +77.7% | -12.0% | +89.7% | +81.2% |
| All | +77.7% | -10.1% | +87.8% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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