+3,473.1%
TRP vs SPY
+3,091.8%
+381.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.0% | +0.1% | -2.0% | -2.0% |
| 3M | -8.4% | +2.0% | -10.4% | -9.6% |
| 6M | -0.6% | +13.0% | -13.6% | -7.4% |
| YTD | +16.0% | +13.5% | +2.5% | +7.7% |
| 1Y | +24.1% | +20.0% | +4.2% | +11.7% |
| 3Y | +97.1% | +77.2% | +20.0% | +41.8% |
| 5Y | +65.8% | +81.9% | -16.0% | +16.6% |
| 10Y | +114.3% | +314.1% | -199.8% | -0.2% |
| All | +3,473.1% | +3,091.8% | +381.3% | +579.2% |
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