+239.1%
TPR vs TRU
-35.2%
+274.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.7% |
| 7D | -3.4% | -7.2% | +3.8% | -0.8% |
| 30D | -27.3% | -2.8% | -24.5% | -26.8% |
| 3M | -16.2% | +13.0% | -29.3% | -20.9% |
| 6M | -17.9% | +0.7% | -18.6% | -19.5% |
| YTD | -7.1% | -9.0% | +1.9% | -6.2% |
| 1Y | +13.6% | -16.3% | +29.9% | +18.0% |
| 3Y | +293.7% | -1.1% | +294.8% | +266.1% |
| 5Y | +239.1% | -36.0% | +275.1% | +320.0% |
| All | +239.1% | -35.2% | +274.3% | +320.0% |
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