+105.7%
TRUP vs SPY
+307.0%
-201.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -6.2% | +2.6% | -8.8% | -9.4% |
| 30D | +29.0% | -2.0% | +31.0% | +31.5% |
| 3M | +11.2% | -2.8% | +14.0% | +14.6% |
| 6M | +52.6% | +2.1% | +50.5% | +45.6% |
| YTD | -7.7% | +11.5% | -19.2% | -22.4% |
| 1Y | -12.5% | +13.5% | -25.9% | -28.3% |
| 3Y | +51.9% | +77.7% | -25.8% | -32.3% |
| 5Y | -73.5% | +72.6% | -146.1% | -86.9% |
| All | +105.7% | +307.0% | -201.3% | -57.8% |
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