+156.7%
TRIN vs SPY
+119.6%
+37.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.4% |
| 7D | -1.4% | +0.5% | -2.0% | -1.8% |
| 30D | +1.1% | -0.9% | +2.0% | +1.7% |
| 3M | +11.3% | +3.9% | +7.4% | +8.6% |
| 6M | +29.0% | +14.5% | +14.4% | +18.4% |
| YTD | +34.1% | +12.9% | +21.2% | +24.2% |
| 1Y | +29.4% | +19.4% | +10.0% | +15.7% |
| 3Y | +95.6% | +78.5% | +17.1% | +33.6% |
| 5Y | +132.5% | +81.8% | +50.7% | +51.9% |
| All | +156.7% | +119.6% | +37.1% | +52.3% |
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