-53.1%
TE vs TRU
-12.2%
-40.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.3% |
| 30D | -5.9% | -2.0% | -3.9% | -5.5% |
| 3M | -45.6% | +18.4% | -64.0% | -51.2% |
| 6M | -43.4% | +8.9% | -52.2% | -47.5% |
| YTD | -31.0% | -8.9% | -22.1% | -31.8% |
| 1Y | +145.2% | -15.9% | +161.1% | +149.2% |
| 3Y | -24.1% | -1.1% | -23.0% | -28.8% |
| 5Y | -48.1% | -35.2% | -13.0% | -49.7% |
| All | -53.1% | -12.2% | -40.9% | -55.1% |
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