-78.9%
CAPR vs TRU
+144.8%
-223.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -10.6% | -9.4% | -1.2% | -6.7% |
| 30D | +111.2% | -4.1% | +115.3% | +113.8% |
| 3M | -67.2% | +13.6% | -80.8% | -69.8% |
| 6M | -75.1% | +3.6% | -78.7% | -76.2% |
| YTD | -71.2% | -9.8% | -61.4% | -71.3% |
| 1Y | +31.1% | -13.6% | +44.8% | +32.6% |
| 3Y | +31.3% | -2.0% | +33.3% | +19.4% |
| 5Y | +69.4% | -35.8% | +105.2% | +87.6% |
| All | -78.9% | +144.8% | -223.6% | -87.5% |
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