-28.9%
TRC vs SPY
+307.0%
-335.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | +0.9% | +2.6% | -1.7% | -0.8% |
| 30D | +6.1% | -2.0% | +8.1% | +7.4% |
| 3M | +4.8% | -2.8% | +7.6% | +6.6% |
| 6M | -10.8% | +2.1% | -13.0% | -12.7% |
| YTD | +9.1% | +11.5% | -2.4% | +0.1% |
| 1Y | +5.6% | +13.5% | -7.9% | -4.4% |
| 3Y | +7.8% | +77.7% | -69.9% | -31.4% |
| 5Y | -19.1% | +72.6% | -91.7% | -47.8% |
| All | -28.9% | +307.0% | -335.9% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling