+442.8%
SPYG vs TRU
+226.0%
+216.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.3% | -6.5% | +6.8% | +2.5% |
| 30D | -1.7% | -2.5% | +0.8% | -1.1% |
| 3M | +3.6% | +10.4% | -6.7% | -1.0% |
| 6M | +16.6% | +1.6% | +14.9% | +13.9% |
| YTD | +13.4% | -9.7% | +23.1% | +14.5% |
| 1Y | +19.6% | -17.3% | +36.8% | +23.7% |
| 3Y | +99.8% | -1.8% | +101.6% | +83.8% |
| 5Y | +85.0% | -36.2% | +121.2% | +98.3% |
| 10Y | +422.1% | +143.2% | +278.9% | +251.3% |
| All | +442.8% | +226.0% | +216.7% | +242.8% |
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