+0.8%
TRC vs SPY
+3,091.8%
-3,091.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | -13.9% | +2.0% | -15.9% | -15.6% |
| 6M | -9.1% | +13.0% | -22.1% | -18.1% |
| YTD | +4.2% | +13.5% | -9.4% | -6.4% |
| 1Y | -3.0% | +20.0% | -23.0% | -16.8% |
| 3Y | -2.1% | +77.2% | -79.3% | -39.7% |
| 5Y | -14.8% | +81.9% | -96.7% | -49.2% |
| 10Y | -30.2% | +314.1% | -344.2% | -79.1% |
| All | +0.8% | +3,091.8% | -3,091.0% | -89.3% |
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