+123.9%
SBUX vs TRU
+147.2%
-23.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -5.5% | -2.7% | -2.8% | -4.6% |
| 30D | -8.5% | -2.0% | -6.4% | -8.0% |
| 3M | -2.9% | +18.4% | -21.3% | -9.5% |
| 6M | -1.5% | +8.9% | -10.4% | -6.1% |
| YTD | +19.4% | -8.9% | +28.3% | +20.2% |
| 1Y | +22.9% | -15.9% | +38.8% | +26.8% |
| 3Y | +11.3% | -1.1% | +12.4% | +1.4% |
| 5Y | -6.9% | -35.2% | +28.3% | +0.4% |
| All | +123.9% | +147.2% | -23.3% | +59.1% |
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