-19.2%
TRI vs SPY
+77.0%
-96.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.5% |
| 30D | -4.5% | -1.1% | -3.4% | -4.0% |
| 3M | +22.1% | +3.9% | +18.2% | +20.0% |
| 6M | -2.8% | +13.6% | -16.4% | -9.0% |
| YTD | -23.4% | +12.7% | -36.1% | -27.8% |
| 1Y | -41.5% | +17.5% | -59.0% | -46.1% |
| 3Y | -19.2% | +76.9% | -96.1% | -44.9% |
| All | -19.2% | +77.0% | -96.2% | -44.9% |
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