-10.4%
DOW vs TRU
+23.7%
-34.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.4% |
| 7D | -2.9% | -7.2% | +4.3% | -0.4% |
| 30D | +2.0% | -2.8% | +4.8% | +2.8% |
| 3M | -12.5% | +13.0% | -25.6% | -17.4% |
| 6M | -9.2% | +0.7% | -9.9% | -11.7% |
| YTD | +30.8% | -9.0% | +39.8% | +30.7% |
| 1Y | +29.4% | -16.3% | +45.7% | +33.5% |
| 3Y | -34.6% | -1.1% | -33.5% | -40.3% |
| 5Y | -35.9% | -36.0% | +0.1% | -27.7% |
| All | -10.4% | +23.7% | -34.2% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling