+160.8%
EXC vs TRU
+146.7%
+14.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +0.3% | -6.5% | +6.8% | +1.8% |
| 30D | -0.9% | -2.5% | +1.6% | -0.4% |
| 3M | -2.7% | +10.4% | -13.0% | -5.2% |
| 6M | -9.4% | +1.6% | -11.0% | -10.5% |
| YTD | +3.0% | -9.7% | +12.7% | +3.9% |
| 1Y | +5.1% | -17.3% | +22.4% | +7.7% |
| 3Y | +20.6% | -1.8% | +22.4% | +11.6% |
| 5Y | +45.7% | -36.2% | +81.9% | +54.5% |
| 10Y | +160.8% | +143.2% | +17.6% | +75.8% |
| All | +160.8% | +146.7% | +14.2% | +75.8% |
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