+316.3%
TPR vs TRU
+147.2%
+169.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.8% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -22.6% | -2.0% | -20.6% | -22.3% |
| 3M | -18.2% | +18.4% | -36.6% | -25.6% |
| 6M | -18.0% | +8.9% | -26.8% | -23.1% |
| YTD | -6.4% | -8.9% | +2.5% | -5.5% |
| 1Y | +12.3% | -15.9% | +28.2% | +16.9% |
| 3Y | +298.7% | -1.1% | +299.8% | +253.3% |
| 5Y | +232.5% | -35.2% | +267.7% | +275.3% |
| All | +316.3% | +147.2% | +169.1% | +205.6% |
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