+266.6%
EW vs TRU
+182.8%
+83.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +4.9% | -2.2% | +7.1% | +5.7% |
| 30D | +24.1% | +20.2% | +3.9% | +16.6% |
| 3M | +13.7% | +2.2% | +11.5% | +12.0% |
| 6M | +32.7% | +17.6% | +15.1% | +24.0% |
| YTD | +24.1% | -5.0% | +29.1% | +22.8% |
| 1Y | +23.6% | -1.0% | +24.6% | +20.5% |
| 3Y | +64.8% | +56.5% | +8.3% | +22.7% |
| 5Y | -8.8% | -26.2% | +17.4% | -7.5% |
| All | +266.6% | +182.8% | +83.8% | +114.7% |
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