+708.6%
TLN vs TRU
+13.2%
+695.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | +4.9% | +21.3% | -16.4% | +0.4% |
| 3M | +4.9% | +0.2% | +4.7% | +4.1% |
| 6M | +7.1% | +22.4% | -15.3% | 0.0% |
| YTD | +0.3% | -4.8% | +5.1% | -0.6% |
| 1Y | +5.9% | -0.2% | +6.1% | +3.5% |
| 3Y | +578.5% | +57.9% | +520.5% | +558.4% |
| All | +708.6% | +13.2% | +695.4% | +710.4% |
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