+337.1%
IR vs TRU
+103.9%
+233.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +4.2% | -2.2% | +6.4% | +5.2% |
| 30D | +8.1% | +20.2% | -12.1% | -0.8% |
| 3M | +0.7% | +2.2% | -1.6% | -1.7% |
| 6M | +16.6% | +17.6% | -1.0% | +6.3% |
| YTD | +7.8% | -5.0% | +12.7% | +6.0% |
| 1Y | +9.9% | -1.0% | +10.8% | +6.1% |
| 3Y | +25.2% | +56.5% | -31.3% | -6.5% |
| 5Y | +46.8% | -26.2% | +73.0% | +52.8% |
| All | +337.1% | +103.9% | +233.2% | +208.2% |
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