+256.1%
TPR vs TRU
-26.8%
+282.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.3% |
| 7D | +14.2% | +5.7% | +8.5% | +12.0% |
| 30D | +17.1% | +29.2% | -12.1% | +6.3% |
| 3M | -17.7% | +2.7% | -20.4% | -19.3% |
| 6M | -10.2% | +15.2% | -25.4% | -16.6% |
| YTD | +4.9% | -4.9% | +9.8% | +3.7% |
| 1Y | +36.1% | +3.4% | +32.7% | +29.8% |
| 3Y | +416.5% | +63.2% | +353.3% | +284.5% |
| All | +256.1% | -26.8% | +282.9% | +311.9% |
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 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