-100.0%
TRUG vs SPY
+79.3%
-179.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.5% |
| 7D | -7.7% | -2.0% | -5.7% | -6.9% |
| 30D | -58.0% | -1.7% | -56.3% | -57.7% |
| 3M | -76.4% | +4.7% | -81.1% | -76.9% |
| 6M | -94.7% | +12.5% | -107.2% | -95.0% |
| YTD | -94.9% | +11.7% | -106.6% | -95.2% |
| 1Y | -98.9% | +17.5% | -116.4% | -99.0% |
| 3Y | -100.0% | +76.6% | -176.6% | -100.0% |
| All | -100.0% | +79.3% | -179.3% | -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