+89.2%
ES vs TRU
+174.2%
-85.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +0.9% | +4.6% | -3.7% | -0.1% |
| 30D | +5.9% | +25.4% | -19.5% | +0.9% |
| 3M | -1.0% | +4.0% | -5.0% | -2.2% |
| 6M | +7.2% | +14.5% | -7.3% | +3.4% |
| YTD | +7.0% | -3.7% | +10.7% | +6.1% |
| 1Y | +0.5% | +2.8% | -2.3% | -2.0% |
| 3Y | +48.7% | +58.5% | -9.9% | +25.5% |
| 5Y | +1.9% | -25.0% | +27.0% | +1.2% |
| 10Y | +89.2% | +186.0% | -96.8% | +50.8% |
| All | +89.2% | +174.2% | -85.0% | +50.8% |
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