+374.0%
TMO vs TRU
+225.6%
+148.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.5% | -9.4% | +6.9% | +0.7% |
| 30D | -0.3% | -4.1% | +3.8% | +1.0% |
| 3M | +25.3% | +13.6% | +11.7% | +19.4% |
| 6M | +20.9% | +3.6% | +17.3% | +18.4% |
| YTD | +4.3% | -9.8% | +14.1% | +6.1% |
| 1Y | +27.0% | -13.6% | +40.7% | +30.4% |
| 3Y | +17.5% | -2.0% | +19.5% | +10.8% |
| 5Y | +6.9% | -35.8% | +42.8% | +13.2% |
| 10Y | +332.0% | +142.9% | +189.1% | +179.4% |
| All | +374.0% | +225.6% | +148.4% | +183.1% |
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