+218.5%
TRU vs SPY
+335.2%
-116.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.1% |
| 7D | -7.2% | +0.5% | -7.7% | -7.8% |
| 30D | -2.8% | -0.9% | -1.9% | -1.7% |
| 3M | +13.0% | +3.9% | +9.1% | +7.5% |
| 6M | +0.7% | +14.5% | -13.8% | -15.0% |
| YTD | -9.0% | +12.9% | -21.9% | -21.7% |
| 1Y | -16.3% | +19.4% | -35.7% | -32.8% |
| 3Y | -1.1% | +78.5% | -79.5% | -49.1% |
| 5Y | -36.0% | +81.8% | -117.8% | -67.3% |
| 10Y | +139.9% | +311.5% | -171.6% | -48.0% |
| All | +218.5% | +335.2% | -116.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling