+48.4%
D vs TRU
+186.2%
-137.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +9.0% | +24.3% | -15.3% | +4.7% |
| 3M | +1.0% | +2.3% | -1.3% | +0.2% |
| 6M | +11.0% | +17.7% | -6.7% | +7.0% |
| YTD | +19.8% | -3.8% | +23.6% | +18.9% |
| 1Y | +16.0% | -0.3% | +16.3% | +14.2% |
| 3Y | +74.4% | +58.4% | +15.9% | +49.3% |
| 5Y | +13.5% | -24.0% | +37.5% | +12.6% |
| 10Y | +48.4% | +187.9% | -139.6% | +25.0% |
| All | +48.4% | +186.2% | -137.9% | +25.0% |
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