-66.8%
TRDA vs SPY
+79.4%
-146.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +1.8% |
| 7D | +7.5% | -0.9% | +8.4% | +9.1% |
| 30D | -1.1% | -2.4% | +1.3% | +2.5% |
| 3M | -22.7% | -1.2% | -21.6% | -21.2% |
| 6M | -22.3% | +3.3% | -25.6% | -25.3% |
| YTD | -47.1% | +12.3% | -59.4% | -54.1% |
| 1Y | -29.4% | +12.4% | -41.8% | -39.1% |
| All | -66.8% | +79.4% | -146.2% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling