+10.6%
TMO vs TRU
-35.6%
+46.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -0.6% | -2.7% | +2.1% | +0.2% |
| 30D | +1.1% | -2.0% | +3.2% | +1.7% |
| 3M | +28.3% | +18.4% | +9.9% | +20.9% |
| 6M | +23.3% | +8.9% | +14.4% | +19.0% |
| YTD | +5.5% | -8.9% | +14.4% | +6.9% |
| 1Y | +24.5% | -15.9% | +40.4% | +28.9% |
| 3Y | +19.6% | -1.1% | +20.7% | +14.0% |
| All | +10.6% | -35.6% | +46.2% | +13.8% |
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