+583.3%
TLN vs TRU
+59.7%
+523.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +15.9% | 0.0% | +15.9% | +15.9% |
| 30D | -0.3% | +24.3% | -24.5% | -6.0% |
| 3M | +5.8% | +2.3% | +3.5% | +4.4% |
| 6M | -1.2% | +17.7% | -18.9% | -7.9% |
| YTD | +1.0% | -3.8% | +4.8% | -0.2% |
| 1Y | +1.1% | -0.3% | +1.4% | -1.5% |
| All | +583.3% | +59.7% | +523.7% | +556.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling