+38.4%
AR vs TRU
+147.2%
-108.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | -2.5% | -2.7% | +0.2% | -1.7% |
| 30D | +2.5% | -2.0% | +4.6% | +3.0% |
| 3M | +12.3% | +18.4% | -6.1% | +5.9% |
| 6M | -3.1% | +8.9% | -12.0% | -7.3% |
| YTD | +11.5% | -8.9% | +20.5% | +11.9% |
| 1Y | +17.0% | -15.9% | +32.9% | +20.1% |
| 3Y | +47.3% | -1.1% | +48.4% | +37.4% |
| 5Y | +141.2% | -35.2% | +176.4% | +156.2% |
| All | +38.4% | +147.2% | -108.7% | -6.0% |
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