+336.7%
RF vs TRU
+138.6%
+198.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | +2.7% | -7.2% | +9.9% | +6.1% |
| 30D | -3.4% | -2.8% | -0.5% | -2.5% |
| 3M | +6.4% | +13.0% | -6.7% | -0.9% |
| 6M | +13.4% | +0.7% | +12.7% | +10.8% |
| YTD | +14.2% | -9.0% | +23.2% | +15.5% |
| 1Y | +15.7% | -16.3% | +32.0% | +20.9% |
| 3Y | +91.3% | -1.1% | +92.4% | +72.6% |
| 5Y | +89.8% | -36.0% | +125.8% | +115.1% |
| 10Y | +336.7% | +139.9% | +196.8% | +198.3% |
| All | +336.7% | +138.6% | +198.1% | +198.3% |
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