-48.5%
TE vs TRU
-12.2%
-36.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.8% | +12.8% | +11.2% |
| 7D | +18.2% | -7.2% | +25.4% | +21.7% |
| 30D | -13.5% | -2.8% | -10.7% | -12.7% |
| 3M | -44.6% | +13.0% | -57.6% | -49.3% |
| 6M | -24.7% | +0.7% | -25.4% | -27.7% |
| YTD | -24.3% | -9.0% | -15.3% | -25.1% |
| 1Y | +155.6% | -16.3% | +171.9% | +160.3% |
| 3Y | -18.3% | -1.1% | -17.2% | -23.4% |
| 5Y | -41.3% | -36.0% | -5.3% | -43.1% |
| All | -48.5% | -12.2% | -36.2% | -50.7% |
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