+66.9%
DD vs TRU
+147.2%
-80.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -2.5% |
| 30D | -11.7% | -2.0% | -9.6% | -11.2% |
| 3M | -9.2% | +18.4% | -27.7% | -15.8% |
| 6M | -7.2% | +8.9% | -16.0% | -11.8% |
| YTD | +6.6% | -8.9% | +15.5% | +7.3% |
| 1Y | +32.0% | -15.9% | +47.9% | +36.0% |
| 3Y | +42.1% | -1.1% | +43.2% | +30.4% |
| 5Y | +58.1% | -35.2% | +93.2% | +72.6% |
| All | +66.9% | +147.2% | -80.3% | +28.3% |
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