+111.6%
SPG vs TRU
-1.4%
+113.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.9% |
| 7D | 0.0% | -7.2% | +7.2% | +1.8% |
| 30D | -4.9% | -2.8% | -2.1% | -4.4% |
| 3M | +3.3% | +13.0% | -9.7% | -0.2% |
| 6M | +11.2% | +0.7% | +10.5% | +10.1% |
| YTD | +17.1% | -9.0% | +26.0% | +18.3% |
| 1Y | +21.6% | -16.3% | +37.9% | +25.2% |
| All | +111.6% | -1.4% | +113.0% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling