+314.8%
TRFK vs SPY
+104.6%
+210.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.1% |
| 7D | +6.4% | -0.4% | +6.7% | +6.9% |
| 30D | +4.0% | -1.4% | +5.4% | +6.3% |
| 3M | +1.0% | +3.7% | -2.7% | -3.5% |
| 6M | +53.7% | +13.0% | +40.7% | +30.5% |
| YTD | +53.1% | +12.4% | +40.7% | +31.3% |
| 1Y | +55.0% | +18.5% | +36.5% | +23.7% |
| 3Y | +207.1% | +77.6% | +129.5% | +44.8% |
| All | +314.8% | +104.6% | +210.3% | +62.2% |
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