+133.2%
TRMK vs SPY
+75.5%
+57.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +5.1% |
| 7D | +3.0% | -2.0% | +5.0% | +4.9% |
| 30D | -0.3% | -1.7% | +1.4% | +1.2% |
| 3M | +5.5% | +4.7% | +0.8% | +0.8% |
| 6M | +15.2% | +12.5% | +2.7% | +2.4% |
| YTD | +23.9% | +11.7% | +12.2% | +10.9% |
| 1Y | +21.0% | +17.5% | +3.5% | +3.0% |
| All | +133.2% | +75.5% | +57.7% | +22.1% |
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