+513.1%
TRI vs SPYG
+1,420.9%
-907.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -8.4% | +0.3% | -8.7% | -8.5% |
| 30D | -6.5% | -1.7% | -4.8% | -5.4% |
| 3M | +18.6% | +3.6% | +14.9% | +14.9% |
| 6M | -10.4% | +16.6% | -27.0% | -20.3% |
| YTD | -23.7% | +13.4% | -37.1% | -30.7% |
| 1Y | -42.5% | +19.6% | -62.1% | -49.8% |
| 3Y | -19.3% | +99.8% | -119.0% | -51.7% |
| 5Y | -9.7% | +85.0% | -94.6% | -44.3% |
| 10Y | +194.4% | +422.1% | -227.7% | -18.7% |
| All | +513.1% | +1,420.9% | -907.8% | -25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling