+689.2%
TDG vs TRU
+225.6%
+463.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -9.4% | +6.7% | +1.6% |
| 30D | -9.3% | -4.1% | -5.2% | -7.9% |
| 3M | -7.1% | +13.6% | -20.6% | -13.4% |
| 6M | -11.2% | +3.6% | -14.7% | -14.2% |
| YTD | -15.3% | -9.8% | -5.4% | -13.5% |
| 1Y | -12.5% | -13.6% | +1.2% | -9.7% |
| 3Y | +51.2% | -2.0% | +53.2% | +34.4% |
| 5Y | +126.1% | -35.8% | +162.0% | +150.8% |
| 10Y | +536.2% | +142.9% | +393.3% | +293.6% |
| All | +689.2% | +225.6% | +463.6% | +353.7% |
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