+383.3%
TPR vs TRU
+174.2%
+209.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.2% |
| 7D | +12.1% | +4.6% | +7.5% | +9.8% |
| 30D | +16.7% | +25.4% | -8.8% | +4.3% |
| 3M | -17.4% | +4.0% | -21.3% | -20.0% |
| 6M | +2.3% | +14.5% | -12.2% | -6.6% |
| YTD | +7.1% | -3.7% | +10.9% | +4.4% |
| 1Y | +29.5% | +2.8% | +26.7% | +21.8% |
| 3Y | +415.0% | +58.5% | +356.5% | +256.5% |
| 5Y | +261.5% | -25.0% | +286.5% | +272.8% |
| 10Y | +383.3% | +186.0% | +197.3% | +255.9% |
| All | +383.3% | +174.2% | +209.1% | +255.9% |
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