-100.0%
TRUG vs SPY
+79.6%
-179.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | -3.5% | +3.3% | -6.8% | -4.9% |
| 30D | -67.9% | -2.7% | -65.2% | -67.4% |
| 3M | -93.8% | -1.7% | -92.0% | -93.7% |
| 6M | -96.7% | +3.1% | -99.7% | -96.7% |
| YTD | -99.2% | +11.9% | -111.1% | -99.3% |
| 1Y | -99.7% | +12.0% | -111.6% | -99.7% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| All | -100.0% | +79.6% | -179.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling