+5.5%
TRC vs SPY
+3,034.0%
-3,028.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | +0.9% | +2.6% | -1.7% | -1.0% |
| 30D | +6.1% | -2.0% | +8.1% | +7.5% |
| 3M | +4.8% | -2.8% | +7.6% | +6.8% |
| 6M | -10.8% | +2.1% | -13.0% | -12.9% |
| YTD | +9.1% | +11.5% | -2.4% | -0.9% |
| 1Y | +5.6% | +13.5% | -7.9% | -5.4% |
| 3Y | +7.8% | +77.7% | -69.9% | -33.9% |
| 5Y | -19.1% | +72.6% | -91.7% | -49.8% |
| 10Y | -30.4% | +308.2% | -338.6% | -79.0% |
| All | +5.5% | +3,034.0% | -3,028.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling