+50.7%
O vs TRU
+147.2%
-96.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.9% | -2.7% | -0.1% | -2.1% |
| 30D | -4.5% | -2.0% | -2.5% | -4.1% |
| 3M | -2.6% | +18.4% | -21.1% | -7.7% |
| 6M | -5.6% | +8.9% | -14.5% | -8.9% |
| YTD | +9.3% | -8.9% | +18.2% | +10.1% |
| 1Y | +4.3% | -15.9% | +20.2% | +7.1% |
| 3Y | +27.4% | -1.1% | +28.5% | +16.0% |
| 5Y | +17.1% | -35.2% | +52.2% | +25.1% |
| All | +50.7% | +147.2% | -96.4% | +6.7% |
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