+261.5%
RF vs TRU
+172.9%
+88.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.1% |
| 7D | -0.1% | +4.9% | -5.0% | -2.3% |
| 30D | +7.0% | +26.9% | -19.9% | -4.6% |
| 3M | -7.0% | +4.0% | -11.0% | -9.8% |
| 6M | +6.8% | +15.8% | -9.0% | -2.5% |
| YTD | +9.9% | -2.6% | +12.5% | +6.8% |
| 1Y | +21.1% | +3.9% | +17.3% | +13.9% |
| 3Y | +119.6% | +59.2% | +60.4% | +56.5% |
| 5Y | +46.2% | -25.7% | +71.8% | +51.7% |
| 10Y | +261.5% | +179.3% | +82.2% | +136.2% |
| All | +261.5% | +172.9% | +88.6% | +136.2% |
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