+337.8%
SPY vs TRU
+228.6%
+109.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.3% |
| 7D | +0.5% | -7.2% | +7.7% | +2.9% |
| 30D | -0.9% | -2.8% | +1.9% | -0.2% |
| 3M | +3.9% | +13.0% | -9.1% | -1.1% |
| 6M | +14.5% | +0.7% | +13.8% | +12.6% |
| YTD | +12.9% | -9.0% | +21.9% | +13.8% |
| 1Y | +19.4% | -16.3% | +35.7% | +22.9% |
| 3Y | +78.5% | -1.1% | +79.5% | +64.9% |
| 5Y | +81.8% | -36.0% | +117.8% | +93.8% |
| 10Y | +311.5% | +139.9% | +171.6% | +181.3% |
| All | +337.8% | +228.6% | +109.2% | +179.7% |
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