+709.1%
TRNS vs SPY
+322.5%
+386.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.7% |
| 7D | -1.4% | -0.8% | -0.6% | -0.7% |
| 30D | -13.8% | -1.1% | -12.7% | -13.0% |
| 3M | -7.2% | +3.9% | -11.0% | -10.0% |
| 6M | +13.4% | +13.6% | -0.2% | +2.4% |
| YTD | +48.6% | +12.7% | +35.9% | +35.3% |
| 1Y | +10.3% | +17.5% | -7.2% | -2.7% |
| 3Y | -24.8% | +76.9% | -101.7% | -52.4% |
| 5Y | +31.2% | +83.6% | -52.4% | -19.7% |
| All | +709.1% | +322.5% | +386.7% | +215.1% |
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 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