+87.5%
ES vs TRU
+146.7%
-59.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | 0.0% | -6.5% | +6.5% | +1.3% |
| 30D | -1.0% | -2.5% | +1.5% | -0.6% |
| 3M | +1.5% | +10.4% | -8.9% | -0.9% |
| 6M | -3.5% | +1.6% | -5.1% | -4.5% |
| YTD | +7.0% | -9.7% | +16.7% | +7.8% |
| 1Y | +15.3% | -17.3% | +32.6% | +18.0% |
| 3Y | +30.2% | -1.8% | +32.0% | +23.0% |
| 5Y | -4.3% | -36.2% | +31.9% | -0.6% |
| 10Y | +87.5% | +143.2% | -55.7% | +46.7% |
| All | +87.5% | +146.7% | -59.2% | +46.7% |
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 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