+127.4%
TRN vs SPY
+318.9%
-191.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.4% |
| 7D | +0.9% | -2.0% | +2.9% | +3.0% |
| 30D | -1.3% | -1.7% | +0.3% | +0.4% |
| 3M | -15.2% | +4.7% | -20.0% | -19.6% |
| 6M | -8.5% | +12.5% | -21.0% | -19.7% |
| YTD | +10.4% | +11.7% | -1.3% | -2.6% |
| 1Y | +4.7% | +17.5% | -12.8% | -12.7% |
| 3Y | +35.7% | +76.6% | -40.9% | -27.5% |
| 5Y | +21.0% | +82.0% | -61.0% | -37.7% |
| All | +127.4% | +318.9% | -191.5% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling