+116.6%
TRS vs SPY
+318.9%
-202.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | -1.6% | -2.0% | +0.4% | +0.2% |
| 30D | -3.9% | -1.7% | -2.2% | -2.5% |
| 3M | -5.4% | +4.7% | -10.1% | -9.4% |
| 6M | +0.5% | +12.5% | -12.0% | -9.7% |
| YTD | +8.1% | +11.7% | -3.6% | -2.3% |
| 1Y | -0.1% | +17.5% | -17.6% | -13.7% |
| 3Y | +60.0% | +76.6% | -16.6% | -5.4% |
| 5Y | +33.1% | +82.0% | -48.9% | -24.1% |
| All | +116.6% | +318.9% | -202.3% | -54.2% |
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 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