+672.3%
AU vs TRU
+147.2%
+525.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.3% | -2.7% | -1.5% | -3.9% |
| 30D | +7.3% | -2.0% | +9.4% | +7.7% |
| 3M | +26.3% | +18.4% | +7.9% | +22.9% |
| 6M | +1.8% | +8.9% | -7.1% | +0.1% |
| YTD | +26.8% | -8.9% | +35.7% | +27.2% |
| 1Y | +66.7% | -15.9% | +82.6% | +68.8% |
| 3Y | +579.1% | -1.1% | +580.2% | +549.8% |
| 5Y | +689.3% | -35.2% | +724.5% | +675.7% |
| All | +672.3% | +147.2% | +525.1% | +573.6% |
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