+145.7%
TRU vs SPY
+322.5%
-176.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | -0.1% |
| 7D | -2.7% | -0.8% | -2.0% | -1.8% |
| 30D | -2.0% | -1.1% | -1.0% | -0.7% |
| 3M | +18.4% | +3.9% | +14.6% | +12.7% |
| 6M | +8.9% | +13.6% | -4.7% | -7.4% |
| YTD | -8.9% | +12.7% | -21.6% | -21.7% |
| 1Y | -15.9% | +17.5% | -33.4% | -31.4% |
| 3Y | -1.1% | +76.9% | -78.0% | -49.3% |
| 5Y | -35.2% | +83.6% | -118.8% | -67.7% |
| All | +145.7% | +322.5% | -176.8% | -52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling