+161.6%
TGT vs TRU
+226.0%
-64.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -3.6% | -6.5% | +2.9% | -1.9% |
| 30D | +4.4% | -2.5% | +6.9% | +5.0% |
| 3M | +25.4% | +10.4% | +15.0% | +21.3% |
| 6M | +33.4% | +1.6% | +31.7% | +31.3% |
| YTD | +65.6% | -9.7% | +75.3% | +67.3% |
| 1Y | +80.3% | -17.3% | +97.5% | +86.0% |
| 3Y | +42.1% | -1.8% | +44.0% | +34.7% |
| 5Y | -25.0% | -36.2% | +11.2% | -22.1% |
| 10Y | +208.2% | +143.2% | +65.0% | +142.4% |
| All | +161.6% | +226.0% | -64.4% | +95.9% |
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