+60.9%
TRTY vs SPY
+195.5%
-134.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | -2.6% | -2.0% | -0.6% | -2.0% |
| 3M | -1.6% | -2.8% | +1.2% | -0.8% |
| 6M | -0.3% | +2.1% | -2.5% | -1.1% |
| YTD | +10.2% | +11.5% | -1.3% | +6.4% |
| 1Y | +12.6% | +13.5% | -0.9% | +8.1% |
| 3Y | +39.8% | +77.7% | -37.9% | +17.2% |
| 5Y | +31.9% | +72.6% | -40.8% | +10.7% |
| All | +60.9% | +195.5% | -134.6% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling