+31.1%
TRN vs SPY
+72.1%
-41.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +3.8% | +2.6% | +1.2% | +1.2% |
| 30D | +18.3% | -2.0% | +20.3% | +20.4% |
| 3M | +5.4% | -2.8% | +8.2% | +8.1% |
| 6M | -14.7% | +2.1% | -16.8% | -17.1% |
| YTD | +20.3% | +11.5% | +8.8% | +6.9% |
| 1Y | +25.6% | +13.5% | +12.2% | +9.5% |
| 3Y | +47.8% | +77.7% | -29.9% | -19.1% |
| All | +31.1% | +72.1% | -41.0% | -27.9% |
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