-47.6%
S vs TRU
-23.8%
-23.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.5% |
| 7D | +4.1% | -2.2% | +6.2% | +5.5% |
| 30D | -7.2% | +20.2% | -27.3% | -18.4% |
| 3M | 0.0% | +2.2% | -2.3% | -3.8% |
| 6M | +41.6% | +17.6% | +24.0% | +23.1% |
| YTD | +48.6% | -5.0% | +53.6% | +46.3% |
| 1Y | +30.0% | -1.0% | +31.0% | +24.1% |
| 3Y | +42.2% | +56.5% | -14.3% | -10.2% |
| 5Y | -70.8% | -26.2% | -44.6% | -62.2% |
| All | -47.6% | -23.8% | -23.7% | -28.3% |
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