-83.9%
TRIP vs SPY
+312.5%
-396.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -8.2% | -0.4% | -7.9% | -7.8% |
| 30D | -18.2% | -1.4% | -16.8% | -16.7% |
| 3M | -26.2% | +3.7% | -29.9% | -29.7% |
| 6M | -16.9% | +13.0% | -29.9% | -29.4% |
| YTD | -39.4% | +12.4% | -51.8% | -48.0% |
| 1Y | -50.3% | +18.5% | -68.9% | -60.0% |
| 3Y | -43.7% | +77.6% | -121.3% | -72.1% |
| 5Y | -74.6% | +81.7% | -156.3% | -87.5% |
| 10Y | -83.9% | +319.7% | -403.6% | -96.5% |
| All | -83.9% | +312.5% | -396.4% | -96.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling