+117.8%
EW vs TRU
+147.2%
-29.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.7% | -3.1% |
| 7D | -6.2% | -2.7% | -3.4% | -5.3% |
| 30D | -9.3% | -2.0% | -7.3% | -8.9% |
| 3M | -1.6% | +18.4% | -20.1% | -7.6% |
| 6M | -0.8% | +8.9% | -9.7% | -4.8% |
| YTD | -1.0% | -8.9% | +7.9% | -0.1% |
| 1Y | +8.2% | -15.9% | +24.0% | +11.5% |
| 3Y | +12.7% | -1.1% | +13.8% | +0.8% |
| 5Y | -30.2% | -35.2% | +5.0% | -24.8% |
| All | +117.8% | +147.2% | -29.4% | +31.4% |
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