+318.0%
SPYM vs TRI
+196.2%
+121.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.8% | -7.9% | +7.1% | +1.7% |
| 30D | -1.1% | -4.5% | +3.4% | 0.0% |
| 3M | +3.9% | +22.1% | -18.2% | -4.9% |
| 6M | +13.6% | -2.8% | +16.4% | +11.8% |
| YTD | +12.7% | -23.4% | +36.1% | +21.7% |
| 1Y | +17.6% | -41.5% | +59.1% | +43.9% |
| 3Y | +77.2% | -19.2% | +96.4% | +77.1% |
| 5Y | +84.1% | -9.4% | +93.5% | +69.9% |
| All | +318.0% | +196.2% | +121.8% | +134.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling