+49.1%
D vs TRU
+183.1%
-134.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.7% | +21.3% | -13.6% | +3.9% |
| 3M | -0.3% | +0.2% | -0.5% | -0.7% |
| 6M | +10.1% | +22.4% | -12.3% | +5.4% |
| YTD | +19.1% | -4.8% | +23.9% | +18.4% |
| 1Y | +15.9% | -0.2% | +16.1% | +14.1% |
| 3Y | +75.0% | +57.9% | +17.1% | +49.9% |
| 5Y | +13.4% | -26.1% | +39.5% | +13.2% |
| All | +49.1% | +183.1% | -134.0% | +25.9% |
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