+26.1%
TRUT vs SPY
+21.0%
+5.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +0.6% |
| 7D | -2.2% | -0.9% | -1.3% | -0.6% |
| 30D | -10.2% | -2.4% | -7.9% | -6.4% |
| 3M | -5.2% | -1.2% | -4.0% | -3.0% |
| 6M | -1.5% | +3.3% | -4.8% | -5.6% |
| YTD | +14.5% | +12.3% | +2.2% | -2.4% |
| 1Y | +12.0% | +12.4% | -0.4% | -4.5% |
| All | +26.1% | +21.0% | +5.1% | -1.8% |
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