+100.0%
IT vs TRU
+147.2%
-47.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.8% |
| 7D | -3.7% | -2.7% | -0.9% | -2.2% |
| 30D | +0.1% | -2.0% | +2.1% | +1.3% |
| 3M | +20.7% | +18.4% | +2.2% | +12.0% |
| 6M | +12.0% | +8.9% | +3.1% | +8.1% |
| YTD | -28.8% | -8.9% | -19.9% | -25.0% |
| 1Y | -25.5% | -15.9% | -9.6% | -19.4% |
| 3Y | -48.8% | -1.1% | -47.7% | -51.2% |
| 5Y | -42.7% | -35.2% | -7.6% | -33.4% |
| All | +100.0% | +147.2% | -47.2% | +51.3% |
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