+76.1%
TER vs TRU
-26.3%
+102.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.1% |
| 7D | -8.9% | +4.6% | -13.5% | -10.3% |
| 30D | -39.1% | +25.4% | -64.5% | -44.3% |
| 3M | -32.8% | +4.0% | -36.7% | -35.0% |
| 6M | -31.7% | +14.5% | -46.2% | -38.3% |
| YTD | +26.9% | -3.7% | +30.7% | +21.1% |
| 1Y | +33.6% | +2.8% | +30.8% | +22.8% |
| 3Y | +181.5% | +58.5% | +123.0% | +91.0% |
| 5Y | +76.1% | -25.0% | +101.2% | +105.3% |
| All | +76.1% | -26.3% | +102.5% | +105.3% |
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 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