+62.2%
TRS vs SPY
+78.1%
-15.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -2.7% | +2.6% | -5.3% | -4.7% |
| 30D | -2.1% | -2.0% | -0.2% | -0.6% |
| 3M | -2.8% | -2.8% | 0.0% | -0.8% |
| 6M | -5.7% | +2.1% | -7.9% | -7.7% |
| YTD | +6.4% | +11.5% | -5.1% | -3.2% |
| 1Y | +21.4% | +13.5% | +7.9% | +8.9% |
| 3Y | +62.2% | +77.7% | -15.5% | -13.9% |
| All | +62.2% | +78.1% | -15.9% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling