-100.0%
TRUG price history and return analytics
+70.2%
-170.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +76.0% | +0.9% | +75.1% | +75.5% |
| 7D | +71.8% | -1.1% | +72.9% | +73.1% |
| 30D | -27.4% | -1.0% | -26.4% | -26.8% |
| 3M | -58.4% | +3.2% | -61.6% | -59.0% |
| 6M | -90.7% | +12.5% | -103.1% | -91.2% |
| YTD | -91.0% | +14.1% | -105.1% | -91.6% |
| 1Y | -98.1% | +18.9% | -117.0% | -98.3% |
| 3Y | -100.0% | +74.1% | -174.1% | -100.0% |
| All | -100.0% | +70.2% | -170.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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