-77.0%
TRIP vs SPY
+72.1%
-149.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +3.4% | +2.6% | +0.8% | -0.3% |
| 30D | -18.9% | -2.0% | -16.9% | -15.0% |
| 3M | -34.0% | -2.8% | -31.2% | -30.1% |
| 6M | -24.8% | +2.1% | -27.0% | -25.8% |
| YTD | -50.3% | +11.5% | -61.8% | -56.6% |
| 1Y | -51.0% | +13.5% | -64.5% | -58.2% |
| 3Y | -57.7% | +77.7% | -135.4% | -79.7% |
| All | -77.0% | +72.1% | -149.1% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling