+83.1%
SPY vs TRI
-10.0%
+93.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -0.8% | -7.9% | +7.1% | +0.8% |
| 30D | -1.1% | -4.5% | +3.4% | -0.4% |
| 3M | +3.9% | +22.1% | -18.2% | -1.9% |
| 6M | +13.6% | -2.8% | +16.4% | +13.2% |
| YTD | +12.7% | -23.4% | +36.1% | +22.1% |
| 1Y | +17.5% | -41.5% | +59.0% | +42.3% |
| 3Y | +76.9% | -19.2% | +96.1% | +72.9% |
| All | +83.1% | -10.0% | +93.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling