+250.1%
SPOT vs TRU
+44.0%
+206.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.9% | -9.4% | +2.5% | -3.1% |
| 30D | +4.1% | -4.1% | +8.2% | +5.9% |
| 3M | +3.7% | +13.6% | -9.9% | -2.0% |
| 6M | -1.6% | +3.6% | -5.2% | -3.8% |
| YTD | -10.2% | -9.8% | -0.3% | -7.8% |
| 1Y | -25.9% | -13.6% | -12.3% | -23.5% |
| 3Y | +235.6% | -2.0% | +237.5% | +211.1% |
| 5Y | +110.6% | -35.8% | +146.4% | +130.7% |
| All | +250.1% | +44.0% | +206.1% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling