-56.5%
TRIP vs SPY
+75.1%
-131.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.5% | -5.7% |
| 7D | -24.1% | -2.7% | -21.4% | -18.8% |
| 30D | -18.9% | -5.4% | -13.5% | -9.8% |
| 3M | -32.8% | -4.1% | -28.7% | -26.9% |
| 6M | -37.4% | +0.7% | -38.1% | -37.0% |
| YTD | -51.9% | +8.7% | -60.6% | -56.9% |
| 1Y | -54.6% | +10.9% | -65.5% | -60.4% |
| 3Y | -56.5% | +75.0% | -131.5% | -80.9% |
| All | -56.5% | +75.1% | -131.6% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling