+79.9%
PL vs TRU
-22.4%
+102.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -0.3% |
| 7D | -7.5% | -7.2% | -0.3% | -4.3% |
| 30D | -25.6% | -2.8% | -22.8% | -25.0% |
| 3M | -45.6% | +13.0% | -58.6% | -50.5% |
| 6M | -29.5% | +0.7% | -30.2% | -32.5% |
| YTD | -9.7% | -9.0% | -0.7% | -10.0% |
| 1Y | +84.4% | -16.3% | +100.7% | +91.4% |
| 3Y | +550.0% | -1.1% | +551.1% | +507.8% |
| 5Y | +79.0% | -36.0% | +115.0% | +101.5% |
| All | +79.9% | -22.4% | +102.3% | +100.5% |
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