-58.8%
CAPR vs TRU
+186.2%
-245.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.1% | +26.6% | +26.5% |
| 7D | +25.8% | 0.0% | +25.8% | +25.9% |
| 30D | +50.2% | +24.3% | +25.9% | +36.7% |
| 3M | +185.5% | +2.3% | +183.2% | +179.0% |
| 6M | -64.8% | +17.7% | -82.5% | -68.3% |
| YTD | -61.1% | -3.8% | -57.3% | -62.5% |
| 1Y | +81.0% | -0.3% | +81.3% | +71.9% |
| 3Y | +300.7% | +58.4% | +242.3% | +191.7% |
| 5Y | +223.3% | -24.0% | +247.3% | +224.7% |
| 10Y | -58.8% | +187.9% | -246.7% | -75.8% |
| All | -58.8% | +186.2% | -245.0% | -75.8% |
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