+82.0%
SPY vs TRU
-36.7%
+118.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -9.4% | +7.4% | +0.5% |
| 30D | -1.7% | -4.1% | +2.5% | -0.7% |
| 3M | +4.7% | +13.6% | -8.8% | +0.4% |
| 6M | +12.5% | +3.6% | +8.9% | +10.1% |
| YTD | +11.7% | -9.8% | +21.5% | +13.0% |
| 1Y | +17.5% | -13.6% | +31.1% | +19.7% |
| 3Y | +76.6% | -2.0% | +78.5% | +68.4% |
| 5Y | +82.0% | -35.8% | +117.8% | +103.0% |
| All | +82.0% | -36.7% | +118.7% | +103.0% |
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