+1,067.4%
SPY vs TRI
+561.6%
+505.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +1.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.1% | +7.9% | -7.8% | -3.5% |
| 3M | +2.0% | +24.1% | -22.1% | -9.1% |
| 6M | +13.0% | +3.8% | +9.2% | +6.8% |
| YTD | +13.5% | -16.9% | +30.4% | +16.8% |
| 1Y | +20.0% | -38.4% | +58.4% | +41.7% |
| 3Y | +77.2% | -12.2% | +89.4% | +72.1% |
| 5Y | +81.9% | -1.8% | +83.7% | +65.7% |
| 10Y | +314.1% | +207.6% | +106.4% | +112.8% |
| All | +1,067.4% | +561.6% | +505.8% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling