+143.9%
TRUP vs SPY
+379.7%
-235.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.9% |
| 7D | -6.1% | +0.1% | -6.3% | -6.2% |
| 30D | +14.0% | +0.1% | +13.9% | +13.9% |
| 3M | +27.8% | +2.0% | +25.8% | +23.4% |
| 6M | -0.7% | +13.0% | -13.8% | -16.7% |
| YTD | -25.6% | +13.5% | -39.2% | -38.1% |
| 1Y | -37.7% | +20.0% | -57.7% | -52.0% |
| 3Y | -5.5% | +77.2% | -82.7% | -55.6% |
| 5Y | -69.4% | +81.9% | -151.3% | -85.1% |
| 10Y | +84.8% | +314.1% | -229.2% | -59.2% |
| All | +143.9% | +379.7% | -235.9% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling