+38.5%
D vs TRU
+146.7%
-108.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -0.4% | -6.5% | +6.0% | +0.7% |
| 30D | -2.1% | -2.5% | +0.4% | -1.7% |
| 3M | -0.7% | +10.4% | -11.1% | -2.9% |
| 6M | +5.6% | +1.6% | +3.9% | +4.5% |
| YTD | +14.6% | -9.7% | +24.3% | +15.3% |
| 1Y | +15.3% | -17.3% | +32.6% | +17.7% |
| 3Y | +59.1% | -1.8% | +61.0% | +50.7% |
| 5Y | +3.9% | -36.2% | +40.1% | +7.8% |
| 10Y | +38.5% | +143.2% | -104.7% | +12.8% |
| All | +38.5% | +146.7% | -108.2% | +12.8% |
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