+1,046.3%
SPY vs TRI
+584.3%
+462.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | -2.9% | +5.5% | +3.7% |
| 30D | -2.0% | +3.7% | -5.7% | -4.4% |
| 3M | -2.8% | +3.7% | -6.5% | -6.1% |
| 6M | +2.1% | +35.1% | -33.0% | -14.4% |
| YTD | +11.5% | -14.0% | +25.5% | +11.4% |
| 1Y | +13.5% | -19.0% | +32.4% | +16.5% |
| 3Y | +77.7% | -12.0% | +89.7% | +70.4% |
| 5Y | +72.6% | +0.6% | +72.0% | +53.7% |
| 10Y | +308.2% | +225.4% | +82.7% | +101.7% |
| All | +1,046.3% | +584.3% | +462.0% | +225.2% |
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 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