+239.8%
RF vs TRU
+174.2%
+65.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +0.3% | +4.6% | -4.2% | -1.7% |
| 30D | +6.2% | +25.4% | -19.3% | -4.9% |
| 3M | -7.8% | +4.0% | -11.8% | -10.6% |
| 6M | +5.9% | +14.5% | -8.5% | -2.9% |
| YTD | +9.0% | -3.7% | +12.8% | +6.5% |
| 1Y | +19.3% | +2.8% | +16.5% | +12.6% |
| 3Y | +116.4% | +58.5% | +57.9% | +54.1% |
| 5Y | +46.0% | -25.0% | +71.1% | +50.5% |
| 10Y | +239.8% | +186.0% | +53.8% | +105.7% |
| All | +239.8% | +174.2% | +65.6% | +105.7% |
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