+1,851.9%
TER vs TRU
+147.2%
+1,704.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.1% |
| 7D | +6.4% | -2.7% | +9.1% | +7.6% |
| 30D | -5.7% | -2.0% | -3.6% | -5.6% |
| 3M | -0.4% | +18.4% | -18.8% | -11.9% |
| 6M | +25.8% | +8.9% | +17.0% | +14.6% |
| YTD | +96.4% | -8.9% | +105.3% | +91.6% |
| 1Y | +229.2% | -15.9% | +245.1% | +230.9% |
| 3Y | +288.1% | -1.1% | +289.2% | +230.4% |
| 5Y | +219.9% | -35.2% | +255.1% | +253.0% |
| All | +1,851.9% | +147.2% | +1,704.8% | +1,089.3% |
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