-37.1%
DOW vs TRU
-35.6%
-1.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.3% |
| 7D | -1.4% | -2.7% | +1.3% | -0.8% |
| 30D | -3.9% | -2.0% | -1.9% | -3.6% |
| 3M | -12.7% | +18.4% | -31.1% | -16.8% |
| 6M | -13.7% | +8.9% | -22.5% | -16.9% |
| YTD | +28.4% | -8.9% | +37.3% | +29.1% |
| 1Y | +21.8% | -15.9% | +37.6% | +25.1% |
| 3Y | -35.7% | -1.1% | -34.6% | -38.2% |
| All | -37.1% | -35.6% | -1.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling