+336.1%
TRT vs SPY
+79.8%
+256.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.1% |
| 7D | -3.1% | -2.0% | -1.1% | -1.4% |
| 30D | -10.3% | -1.7% | -8.6% | -9.0% |
| 3M | +3.6% | +4.7% | -1.1% | +0.6% |
| 6M | +74.7% | +12.5% | +62.2% | +62.5% |
| YTD | +51.5% | +11.7% | +39.8% | +41.4% |
| 1Y | +279.9% | +17.5% | +262.4% | +242.0% |
| 3Y | +205.8% | +76.6% | +129.2% | +89.6% |
| 5Y | +336.1% | +82.0% | +254.1% | +231.3% |
| All | +336.1% | +79.8% | +256.3% | +231.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling