+20.9%
SPG vs TRU
-7.3%
+28.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | 0.0% |
| 7D | -2.4% | -6.8% | +4.4% | -1.3% |
| 30D | -6.8% | 0.0% | -6.9% | -6.9% |
| 3M | +2.7% | +13.3% | -10.6% | +0.5% |
| 6M | +5.5% | +3.4% | +2.0% | +4.2% |
| YTD | +15.7% | -6.4% | +22.1% | +14.9% |
| 1Y | +20.9% | -9.7% | +30.6% | +20.2% |
| All | +20.9% | -7.3% | +28.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling