-46.7%
COMP vs TRU
-11.6%
-35.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -1.1% |
| 7D | +4.1% | -7.2% | +11.3% | +10.1% |
| 30D | -14.5% | -2.8% | -11.7% | -12.9% |
| 3M | +41.8% | +13.0% | +28.8% | +26.4% |
| 6M | +23.6% | +0.7% | +22.9% | +21.8% |
| YTD | +1.7% | -9.0% | +10.7% | +7.7% |
| 1Y | +12.6% | -16.3% | +28.9% | +26.2% |
| 3Y | +221.9% | -1.1% | +222.9% | +188.6% |
| 5Y | -28.1% | -36.0% | +7.9% | -26.3% |
| All | -46.7% | -11.6% | -35.1% | -40.9% |
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