+252.8%
SPOT vs TRU
+45.4%
+207.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -3.1% | -2.7% | -0.3% | -2.0% |
| 30D | +7.4% | -2.0% | +9.4% | +8.2% |
| 3M | +8.2% | +18.4% | -10.3% | +0.5% |
| 6M | +2.2% | +8.9% | -6.6% | -2.0% |
| YTD | -9.5% | -8.9% | -0.5% | -7.5% |
| 1Y | -23.8% | -15.9% | -8.0% | -20.4% |
| 3Y | +233.5% | -1.1% | +234.6% | +208.1% |
| 5Y | +112.2% | -35.2% | +147.4% | +131.6% |
| All | +252.8% | +45.4% | +207.4% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling