+33.6%
TRPA vs SPY
+217.8%
-184.3%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +1.2% | +3.7% | -2.5% | +1.0% |
| 6M | +2.4% | +13.0% | -10.6% | +1.8% |
| YTD | +3.2% | +12.4% | -9.2% | +2.7% |
| 1Y | +5.0% | +18.5% | -13.6% | +4.2% |
| 3Y | +20.1% | +77.6% | -57.5% | +17.4% |
| 5Y | +18.9% | +81.7% | -62.8% | +15.8% |
| All | +33.6% | +217.8% | -184.3% | +29.6% |
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