-71.3%
TRIP vs SPY
+658.7%
-730.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.5% | -5.6% |
| 7D | -24.1% | -2.7% | -21.4% | -19.8% |
| 30D | -18.9% | -5.4% | -13.5% | -11.4% |
| 3M | -32.8% | -4.1% | -28.7% | -27.9% |
| 6M | -37.4% | +0.7% | -38.1% | -37.1% |
| YTD | -51.9% | +8.7% | -60.6% | -56.1% |
| 1Y | -54.6% | +10.9% | -65.5% | -59.5% |
| 3Y | -56.5% | +75.0% | -131.5% | -77.7% |
| 5Y | -80.0% | +67.8% | -147.8% | -89.0% |
| 10Y | -87.6% | +312.9% | -400.5% | -97.7% |
| All | -71.3% | +658.7% | -730.1% | -97.2% |
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 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