+64.2%
T vs TRU
-36.4%
+100.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -3.1% | -6.5% | +3.4% | -2.6% |
| 30D | +4.6% | -2.5% | +7.1% | +4.8% |
| 3M | +12.2% | +10.4% | +1.9% | +11.3% |
| 6M | -6.5% | +1.6% | -8.1% | -6.7% |
| YTD | +4.9% | -9.7% | +14.6% | +5.4% |
| 1Y | -10.5% | -17.3% | +6.8% | -9.5% |
| 3Y | +104.6% | -1.8% | +106.4% | +101.7% |
| 5Y | +64.2% | -36.2% | +100.4% | +64.2% |
| All | +64.2% | -36.4% | +100.6% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling