-100.0%
TRUG vs SPY
+76.5%
-176.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.5% |
| 7D | -5.5% | -0.4% | -5.1% | -5.2% |
| 30D | -54.3% | -1.4% | -52.9% | -53.7% |
| 3M | -76.4% | +3.7% | -80.2% | -77.4% |
| 6M | -94.6% | +13.0% | -107.6% | -95.3% |
| YTD | -94.5% | +12.4% | -106.9% | -95.2% |
| 1Y | -98.7% | +18.5% | -117.3% | -99.0% |
| All | -100.0% | +76.5% | -176.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling