+302.9%
TRFK vs SPY
+103.3%
+199.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.0% |
| 7D | +2.6% | -2.0% | +4.5% | +5.7% |
| 30D | +0.5% | -1.7% | +2.2% | +3.1% |
| 3M | +1.6% | +4.7% | -3.2% | -4.4% |
| 6M | +48.8% | +12.5% | +36.3% | +27.2% |
| YTD | +48.7% | +11.7% | +37.0% | +28.7% |
| 1Y | +42.3% | +17.5% | +24.8% | +15.0% |
| 3Y | +198.3% | +76.6% | +121.8% | +42.0% |
| All | +302.9% | +103.3% | +199.6% | +59.1% |
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