-6.5%
M vs TRU
+145.1%
-151.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.8% |
| 7D | -4.1% | -6.5% | +2.4% | -1.2% |
| 30D | -13.6% | -2.5% | -11.1% | -13.0% |
| 3M | -2.3% | +10.4% | -12.6% | -8.2% |
| 6M | +21.9% | +1.6% | +20.3% | +18.2% |
| YTD | -0.6% | -9.7% | +9.1% | +0.6% |
| 1Y | +29.7% | -17.3% | +47.0% | +36.2% |
| 3Y | +107.3% | -1.8% | +109.1% | +85.3% |
| 5Y | +20.5% | -36.2% | +56.7% | +37.6% |
| All | -6.5% | +145.1% | -151.6% | -24.5% |
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