-8.1%
M vs TRU
+183.1%
-191.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +7.0% | 0.0% | +7.0% | +7.1% |
| 30D | +8.9% | +21.3% | -12.4% | -0.9% |
| 3M | +4.5% | +0.2% | +4.3% | +3.3% |
| 6M | +36.2% | +22.4% | +13.8% | +20.6% |
| YTD | +15.1% | -4.8% | +20.0% | +12.9% |
| 1Y | +27.4% | -0.2% | +27.6% | +22.0% |
| 3Y | +160.1% | +57.9% | +102.2% | +82.6% |
| 5Y | -1.6% | -26.1% | +24.6% | +3.8% |
| All | -8.1% | +183.1% | -191.2% | -31.6% |
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