+227.6%
TRU vs SPY
+337.6%
-110.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.5% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | 0.0% | +0.1% | 0.0% | 0.0% |
| 3M | +13.3% | +2.0% | +11.3% | +10.1% |
| 6M | +3.4% | +13.0% | -9.6% | -11.3% |
| YTD | -6.4% | +13.5% | -19.9% | -20.0% |
| 1Y | -9.7% | +20.0% | -29.7% | -28.0% |
| 3Y | +0.1% | +77.2% | -77.0% | -48.1% |
| 5Y | -34.0% | +81.9% | -115.9% | -66.3% |
| 10Y | +147.9% | +314.1% | -166.2% | -46.7% |
| All | +227.6% | +337.6% | -110.0% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling