+44.1%
PL vs TRU
-18.0%
+62.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +5.6% | +4.4% | +1.2% | +3.3% |
| 30D | -16.9% | +25.2% | -42.2% | -26.5% |
| 3M | -38.2% | +3.8% | -42.0% | -40.8% |
| 6M | -63.4% | +14.3% | -77.7% | -67.5% |
| YTD | -27.6% | -3.9% | -23.8% | -31.0% |
| 1Y | +6.6% | +2.6% | +4.0% | -2.5% |
| 3Y | +557.6% | +58.3% | +499.3% | +381.0% |
| 5Y | +39.5% | -25.2% | +64.7% | +49.8% |
| All | +44.1% | -18.0% | +62.1% | +53.7% |
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