+3,636.4%
TRP vs SPY
+3,034.0%
+602.4%
-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% | +0.8% | +0.6% |
| 7D | +4.6% | +2.6% | +2.0% | +3.2% |
| 30D | +6.0% | -2.0% | +7.9% | +6.9% |
| 3M | +3.7% | -2.8% | +6.5% | +5.0% |
| 6M | -1.5% | +2.1% | -3.6% | -3.1% |
| YTD | +21.3% | +11.5% | +9.8% | +13.5% |
| 1Y | +22.6% | +13.5% | +9.1% | +13.6% |
| 3Y | +105.6% | +77.7% | +27.9% | +47.3% |
| 5Y | +66.7% | +72.6% | -5.9% | +20.4% |
| 10Y | +138.7% | +308.2% | -169.5% | +11.8% |
| All | +3,636.4% | +3,034.0% | +602.4% | +615.7% |
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