-26.7%
DT vs TRU
-36.7%
+10.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -2.5% | -9.4% | +6.8% | +1.7% |
| 30D | +3.5% | -4.1% | +7.7% | +5.4% |
| 3M | +26.7% | +13.6% | +13.1% | +18.8% |
| 6M | +36.1% | +3.6% | +32.6% | +32.6% |
| YTD | +18.6% | -9.8% | +28.5% | +22.2% |
| 1Y | +7.9% | -13.6% | +21.5% | +12.3% |
| 3Y | +8.6% | -2.0% | +10.5% | +1.6% |
| 5Y | -26.7% | -35.8% | +9.1% | -0.7% |
| All | -26.7% | -36.7% | +10.0% | -0.7% |
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