-84.8%
TRIP vs SPY
+315.0%
-399.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -1.4% |
| 7D | -24.6% | +0.1% | -24.7% | -23.2% |
| 30D | -18.0% | -3.3% | -14.6% | -12.8% |
| 3M | -34.0% | -2.4% | -31.5% | -30.7% |
| 6M | -31.9% | +2.6% | -34.4% | -33.1% |
| YTD | -51.1% | +11.2% | -62.3% | -56.8% |
| 1Y | -53.8% | +13.4% | -67.2% | -60.1% |
| 3Y | -58.1% | +79.9% | -138.0% | -79.3% |
| 5Y | -77.3% | +72.2% | -149.5% | -88.0% |
| 10Y | -84.8% | +307.3% | -392.1% | -97.4% |
| All | -84.8% | +315.0% | -399.8% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling