-11.7%
TRC vs SPY
+81.0%
-92.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -0.4% | -1.4% | +1.0% | +0.4% |
| 3M | -15.6% | +3.7% | -19.4% | -17.6% |
| 6M | -8.3% | +13.0% | -21.3% | -15.3% |
| YTD | +3.9% | +12.4% | -8.5% | -3.7% |
| 1Y | -1.4% | +18.5% | -20.0% | -11.8% |
| 3Y | -1.3% | +77.6% | -78.9% | -34.0% |
| 5Y | -11.7% | +81.7% | -93.4% | -41.4% |
| All | -11.7% | +81.0% | -92.7% | -41.4% |
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 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