+225.3%
TRT vs SPY
+77.0%
+148.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -3.9% | -0.8% | -3.1% | -3.4% |
| 30D | -11.4% | -1.1% | -10.3% | -10.8% |
| 3M | -1.7% | +3.9% | -5.5% | -3.3% |
| 6M | +67.8% | +13.6% | +54.2% | +60.0% |
| YTD | +52.6% | +12.7% | +39.9% | +45.8% |
| 1Y | +284.8% | +17.5% | +267.3% | +263.5% |
| 3Y | +225.3% | +76.9% | +148.4% | +174.9% |
| All | +225.3% | +77.0% | +148.3% | +174.9% |
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