+115.3%
SPOT vs TRU
-35.6%
+150.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 6M | +2.2% | +8.9% | -6.6% | -2.1% |
| YTD | -9.5% | -8.9% | -0.5% | -7.5% |
| 1Y | -23.8% | -15.9% | -8.0% | -20.3% |
| 3Y | +233.5% | -1.1% | +234.6% | +214.4% |
| All | +115.3% | -35.6% | +150.9% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling