+238.4%
A vs TRU
+144.8%
+93.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.6% | -9.4% | +4.8% | -1.0% |
| 30D | -4.3% | -4.1% | -0.1% | -2.9% |
| 3M | +8.9% | +13.6% | -4.6% | +2.7% |
| 6M | +24.5% | +3.6% | +20.9% | +21.1% |
| YTD | +5.8% | -9.8% | +15.6% | +7.4% |
| 1Y | +16.2% | -13.6% | +29.9% | +19.2% |
| 3Y | +28.5% | -2.0% | +30.4% | +19.4% |
| 5Y | -16.3% | -35.8% | +19.5% | -9.2% |
| All | +238.4% | +144.8% | +93.6% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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