+307.8%
SPY vs TRU
+183.1%
+124.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | -2.0% | +21.3% | -23.3% | -8.3% |
| 3M | -2.8% | +0.2% | -3.0% | -3.7% |
| 6M | +2.1% | +22.4% | -20.2% | -6.1% |
| YTD | +11.5% | -4.8% | +16.3% | +10.0% |
| 1Y | +13.5% | -0.2% | +13.6% | +9.9% |
| 3Y | +77.7% | +57.9% | +19.8% | +38.6% |
| 5Y | +72.6% | -26.1% | +98.7% | +74.7% |
| All | +307.8% | +183.1% | +124.7% | +184.6% |
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