+333.8%
SPY vs TRU
+243.2%
+90.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | 0.0% |
| 7D | +3.3% | -2.2% | +5.5% | +4.0% |
| 30D | -2.7% | +20.2% | -22.9% | -8.6% |
| 3M | -1.7% | +2.2% | -4.0% | -3.3% |
| 6M | +3.1% | +17.6% | -14.5% | -4.0% |
| YTD | +11.9% | -5.0% | +16.8% | +10.4% |
| 1Y | +12.0% | -1.0% | +12.9% | +8.8% |
| 3Y | +78.2% | +56.5% | +21.7% | +40.5% |
| 5Y | +73.2% | -26.2% | +99.5% | +74.3% |
| 10Y | +309.6% | +184.5% | +125.2% | +164.7% |
| All | +333.8% | +243.2% | +90.6% | +171.4% |
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