+1,690.6%
TRMK vs SPY
+3,059.5%
-1,368.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -0.9% | -0.4% | -0.6% | -0.6% |
| 30D | -3.5% | -1.4% | -2.1% | -2.3% |
| 3M | +1.7% | +3.7% | -2.0% | -1.9% |
| 6M | +9.9% | +13.0% | -3.1% | -2.4% |
| YTD | +18.5% | +12.4% | +6.1% | +5.8% |
| 1Y | +16.2% | +18.5% | -2.3% | -1.3% |
| 3Y | +121.2% | +77.6% | +43.6% | +29.4% |
| 5Y | +72.4% | +81.7% | -9.3% | -3.0% |
| 10Y | +114.6% | +319.7% | -205.1% | -44.4% |
| All | +1,690.6% | +3,059.5% | -1,368.9% | +83.6% |
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