-12.1%
DOW vs TRU
+23.8%
-35.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.4% |
| 7D | -1.4% | -2.7% | +1.3% | -0.5% |
| 30D | -3.9% | -2.0% | -1.9% | -3.4% |
| 3M | -12.7% | +18.4% | -31.1% | -18.9% |
| 6M | -13.7% | +8.9% | -22.5% | -18.6% |
| YTD | +28.4% | -8.9% | +37.3% | +28.3% |
| 1Y | +21.8% | -15.9% | +37.6% | +25.3% |
| 3Y | -35.7% | -1.1% | -34.6% | -41.3% |
| 5Y | -36.8% | -35.2% | -1.6% | -29.3% |
| All | -12.1% | +23.8% | -35.9% | -32.6% |
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