+276.4%
TRT vs SPY
+21.3%
+255.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -3.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.7% |
| 30D | -10.2% | +0.2% | -10.4% | -10.5% |
| 3M | -13.2% | +2.8% | -16.0% | -16.2% |
| 6M | +130.0% | +14.3% | +115.7% | +98.1% |
| YTD | +56.3% | +14.0% | +42.4% | +35.3% |
| All | +276.4% | +21.3% | +255.1% | +188.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling