-71.2%
TRAW vs SPY
+17.2%
-88.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.0% |
| 7D | -1.9% | -2.0% | +0.1% | +0.9% |
| 30D | -1.9% | -1.7% | -0.2% | +0.5% |
| 3M | -57.6% | +4.7% | -62.3% | -60.5% |
| 6M | -69.4% | +12.5% | -81.9% | -74.3% |
| YTD | -53.1% | +11.7% | -64.8% | -61.1% |
| 1Y | -71.2% | +17.5% | -88.7% | -73.4% |
| All | -71.2% | +17.2% | -88.4% | -73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling