+46.6%
TR vs SPY
+71.5%
-24.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +4.5% | -3.3% | +7.8% | +5.3% |
| 3M | -1.0% | -2.4% | +1.4% | -0.4% |
| 6M | -7.4% | +2.6% | -10.0% | -8.3% |
| YTD | +10.8% | +11.2% | -0.4% | +6.9% |
| 1Y | +8.0% | +13.4% | -5.3% | +3.6% |
| 3Y | +45.1% | +79.9% | -34.7% | +15.2% |
| 5Y | +46.6% | +72.2% | -25.6% | +20.9% |
| All | +46.6% | +71.5% | -24.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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