-49.3%
TE vs TRU
-35.6%
-13.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | +0.2% | -2.7% | +2.9% | +1.6% |
| 30D | -5.9% | -2.0% | -3.9% | -5.4% |
| 3M | -45.6% | +18.4% | -64.0% | -53.0% |
| 6M | -43.4% | +8.9% | -52.2% | -48.9% |
| YTD | -31.0% | -8.9% | -22.1% | -32.3% |
| 1Y | +145.2% | -15.9% | +161.1% | +149.6% |
| 3Y | -24.1% | -1.1% | -23.0% | -31.3% |
| All | -49.3% | -35.6% | -13.7% | -36.7% |
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 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