-100.0%
TRUG vs SPY
+78.9%
-178.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.6% | -6.8% |
| 7D | -1.0% | +2.6% | -3.5% | -2.1% |
| 30D | -62.4% | -2.0% | -60.4% | -62.0% |
| 3M | -94.0% | -2.8% | -91.3% | -94.0% |
| 6M | -96.9% | +2.1% | -99.0% | -96.9% |
| YTD | -99.3% | +11.5% | -110.8% | -99.3% |
| 1Y | -99.7% | +13.5% | -113.2% | -99.7% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +78.9% | -178.9% | -100.0% |
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 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