+17.3%
TRTX vs SPY
+256.4%
-239.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.5% |
| 7D | +0.5% | +0.5% | 0.0% | -0.1% |
| 30D | -4.1% | -0.9% | -3.2% | -3.1% |
| 3M | -4.6% | +3.9% | -8.5% | -9.0% |
| 6M | -2.2% | +14.5% | -16.7% | -16.5% |
| YTD | -4.9% | +12.9% | -17.8% | -17.6% |
| 1Y | -11.1% | +19.4% | -30.4% | -27.9% |
| 3Y | +47.0% | +78.5% | -31.4% | -26.8% |
| 5Y | +13.0% | +81.8% | -68.7% | -45.1% |
| All | +17.3% | +256.4% | -239.1% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling