+18.8%
TRN vs SPY
+81.0%
-62.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.9% |
| 30D | -2.4% | -1.4% | -1.0% | -1.1% |
| 3M | -16.9% | +3.7% | -20.6% | -20.1% |
| 6M | -9.9% | +13.0% | -22.9% | -20.7% |
| YTD | +9.6% | +12.4% | -2.8% | -3.1% |
| 1Y | +4.0% | +18.5% | -14.6% | -13.1% |
| 3Y | +34.7% | +77.6% | -42.9% | -25.8% |
| 5Y | +18.8% | +81.7% | -62.8% | -37.2% |
| All | +18.8% | +81.0% | -62.2% | -37.2% |
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