+5,237.6%
TRNS vs SPY
+3,059.5%
+2,178.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.5% | -0.4% | -2.2% | -2.4% |
| 30D | -8.2% | -1.4% | -6.8% | -7.6% |
| 3M | -7.3% | +3.7% | -11.0% | -8.8% |
| 6M | +16.0% | +13.0% | +3.0% | +10.0% |
| YTD | +47.0% | +12.4% | +34.6% | +39.8% |
| 1Y | +5.6% | +18.5% | -12.9% | -1.8% |
| 3Y | -25.7% | +77.6% | -103.3% | -42.0% |
| 5Y | +28.2% | +81.7% | -53.5% | -0.6% |
| 10Y | +670.1% | +319.7% | +350.4% | +342.9% |
| All | +5,237.6% | +3,059.5% | +2,178.1% | +1,519.3% |
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