-71.6%
TRDA vs SPY
+78.8%
-150.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +5.1% | +5.0% |
| 7D | -4.6% | -0.8% | -3.9% | -3.7% |
| 30D | -11.3% | -1.1% | -10.3% | -10.2% |
| 3M | +7.8% | +3.9% | +3.9% | +3.1% |
| 6M | -49.6% | +13.6% | -63.2% | -55.6% |
| YTD | -33.9% | +12.7% | -46.5% | -41.2% |
| 1Y | +27.6% | +17.5% | +10.1% | +8.5% |
| 3Y | -53.7% | +76.9% | -130.6% | -72.7% |
| All | -71.6% | +78.8% | -150.4% | -80.0% |
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