+47.9%
TRUP vs SPY
+322.5%
-274.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.6% |
| 7D | -10.5% | -0.8% | -9.7% | -9.5% |
| 30D | -17.9% | -1.1% | -16.8% | -16.6% |
| 3M | +6.9% | +3.9% | +3.0% | +0.9% |
| 6M | -3.2% | +13.6% | -16.8% | -19.8% |
| YTD | -33.4% | +12.7% | -46.1% | -44.3% |
| 1Y | -42.7% | +17.5% | -60.2% | -55.0% |
| 3Y | -12.7% | +76.9% | -89.6% | -60.2% |
| 5Y | -72.2% | +83.6% | -155.8% | -87.0% |
| All | +47.9% | +322.5% | -274.6% | -70.0% |
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