+202.5%
TRUP vs SPY
+371.0%
-168.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -6.2% | +2.6% | -8.8% | -9.3% |
| 30D | +29.0% | -2.0% | +31.0% | +31.4% |
| 3M | +11.2% | -2.8% | +14.0% | +14.5% |
| 6M | +52.6% | +2.1% | +50.5% | +45.8% |
| YTD | -7.7% | +11.5% | -19.2% | -21.9% |
| 1Y | -12.5% | +13.5% | -25.9% | -27.8% |
| 3Y | +51.9% | +77.7% | -25.8% | -29.9% |
| 5Y | -73.5% | +72.6% | -146.1% | -86.4% |
| 10Y | +100.7% | +308.2% | -207.5% | -55.1% |
| All | +202.5% | +371.0% | -168.6% | -39.3% |
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