+784.4%
TRMD vs SPY
+81.0%
+703.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.2% |
| 7D | +12.5% | -0.4% | +12.8% | +12.7% |
| 30D | +30.4% | -1.4% | +31.8% | +31.4% |
| 3M | +31.5% | +3.7% | +27.8% | +28.7% |
| 6M | +39.3% | +13.0% | +26.3% | +29.6% |
| YTD | +104.0% | +12.4% | +91.6% | +90.4% |
| 1Y | +78.3% | +18.5% | +59.8% | +61.4% |
| 3Y | +116.8% | +77.6% | +39.2% | +55.0% |
| 5Y | +784.4% | +81.7% | +702.7% | +540.8% |
| All | +784.4% | +81.0% | +703.4% | +540.8% |
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