+819.0%
SPYM vs TRI
+391.8%
+427.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.4% | -8.4% | +8.0% | +2.7% |
| 30D | -1.4% | -6.5% | +5.1% | +0.6% |
| 3M | +3.7% | +18.6% | -14.8% | -5.0% |
| 6M | +13.0% | -10.4% | +23.5% | +14.0% |
| YTD | +12.5% | -23.7% | +36.2% | +19.4% |
| 1Y | +18.6% | -42.5% | +61.1% | +41.9% |
| 3Y | +78.0% | -19.3% | +97.3% | +79.3% |
| 5Y | +82.3% | -9.7% | +92.0% | +73.1% |
| 10Y | +322.9% | +194.4% | +128.4% | +137.9% |
| All | +819.0% | +391.8% | +427.2% | +291.2% |
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