+581.8%
RSG vs TRU
+226.0%
+355.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | 0.0% | -6.5% | +6.5% | +1.4% |
| 30D | +3.7% | -2.5% | +6.2% | +4.1% |
| 3M | +6.2% | +10.4% | -4.2% | +3.5% |
| 6M | -2.8% | +1.6% | -4.4% | -3.9% |
| YTD | +5.9% | -9.7% | +15.6% | +6.9% |
| 1Y | -1.8% | -17.3% | +15.5% | +0.8% |
| 3Y | +57.5% | -1.8% | +59.3% | +48.6% |
| 5Y | +91.1% | -36.2% | +127.3% | +101.1% |
| 10Y | +428.1% | +143.2% | +284.9% | +306.8% |
| All | +581.8% | +226.0% | +355.8% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling