-13.0%
TRUP vs SPY
+76.5%
-89.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.5% |
| 7D | -12.2% | -0.4% | -11.9% | -11.8% |
| 30D | -14.7% | -1.4% | -13.3% | -13.1% |
| 3M | +11.9% | +3.7% | +8.2% | +6.1% |
| 6M | -6.3% | +13.0% | -19.3% | -21.4% |
| YTD | -33.6% | +12.4% | -46.0% | -44.0% |
| 1Y | -42.0% | +18.5% | -60.5% | -55.0% |
| All | -13.0% | +76.5% | -89.5% | -72.2% |
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