+439.5%
TRNO vs SPY
+858.7%
-419.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.0% |
| 7D | -0.6% | +0.5% | -1.2% | -1.0% |
| 30D | -3.9% | -0.9% | -3.0% | -3.3% |
| 3M | +4.3% | +3.9% | +0.5% | +1.0% |
| 6M | +7.3% | +14.5% | -7.2% | -4.1% |
| YTD | +14.4% | +12.9% | +1.4% | +3.3% |
| 1Y | +16.3% | +19.4% | -3.0% | +0.3% |
| 3Y | +19.5% | +78.5% | -59.0% | -25.7% |
| 5Y | +10.8% | +81.8% | -70.9% | -32.4% |
| 10Y | +214.3% | +311.5% | -97.3% | +0.5% |
| All | +439.5% | +858.7% | -419.2% | -2.1% |
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 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