+61.2%
TRTY vs SPY
+194.8%
-133.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | 0.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -2.4% | -3.3% | +1.0% | -1.4% |
| 3M | -0.5% | -2.4% | +1.9% | +0.2% |
| 6M | +0.2% | +2.6% | -2.3% | -0.6% |
| YTD | +10.4% | +11.2% | -0.9% | +6.6% |
| 1Y | +13.6% | +13.4% | +0.2% | +9.1% |
| 3Y | +41.0% | +79.9% | -38.9% | +17.8% |
| 5Y | +31.6% | +72.2% | -40.5% | +10.6% |
| All | +61.2% | +194.8% | -133.6% | +20.9% |
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 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