+106.3%
TRP vs SPY
+322.5%
-216.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.2% |
| 30D | -4.3% | -1.1% | -3.2% | -3.6% |
| 3M | -11.4% | +3.9% | -15.2% | -14.0% |
| 6M | -1.7% | +13.6% | -15.3% | -11.0% |
| YTD | +12.8% | +12.7% | +0.1% | +2.6% |
| 1Y | +19.1% | +17.5% | +1.6% | +4.7% |
| 3Y | +93.5% | +76.9% | +16.6% | +20.8% |
| 5Y | +61.8% | +83.6% | -21.8% | -4.0% |
| All | +106.3% | +322.5% | -216.2% | -44.8% |
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