+191.1%
TRI vs SPYG
+424.6%
-233.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -7.9% | -0.9% | -7.0% | -7.4% |
| 30D | -4.5% | -1.5% | -3.0% | -3.8% |
| 3M | +22.1% | +3.7% | +18.4% | +19.3% |
| 6M | -2.8% | +16.4% | -19.2% | -11.2% |
| YTD | -23.4% | +13.3% | -36.7% | -28.9% |
| 1Y | -41.5% | +17.9% | -59.4% | -47.0% |
| 3Y | -19.2% | +98.3% | -117.6% | -46.5% |
| 5Y | -9.4% | +86.4% | -95.8% | -38.8% |
| All | +191.1% | +424.6% | -233.5% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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