+274.5%
IR vs TRU
+93.5%
+181.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -3.1% | -9.4% | +6.3% | +0.9% |
| 30D | -14.0% | -4.1% | -9.9% | -12.7% |
| 3M | +3.7% | +13.6% | -9.9% | -2.9% |
| 6M | -15.4% | +3.6% | -19.0% | -17.9% |
| YTD | -7.7% | -9.8% | +2.1% | -6.1% |
| 1Y | -8.8% | -13.6% | +4.8% | -6.2% |
| 3Y | +5.6% | -2.0% | +7.5% | -2.5% |
| 5Y | +34.3% | -35.8% | +70.1% | +51.3% |
| All | +274.5% | +93.5% | +181.0% | +172.9% |
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