+889.4%
TRMD vs SPY
+222.8%
+666.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | +22.9% | +0.1% | +22.9% | +22.9% |
| 3M | +25.2% | +2.0% | +23.2% | +24.1% |
| 6M | +20.0% | +13.0% | +7.0% | +14.3% |
| YTD | +88.5% | +13.5% | +75.0% | +79.3% |
| 1Y | +66.6% | +20.0% | +46.6% | +55.1% |
| 3Y | +97.3% | +77.2% | +20.1% | +59.3% |
| 5Y | +733.4% | +81.9% | +651.5% | +560.5% |
| All | +889.4% | +222.8% | +666.6% | +603.0% |
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