+369.7%
TPR vs TRU
+238.0%
+131.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +2.7% |
| 7D | -2.3% | -6.8% | +4.5% | +0.7% |
| 30D | -23.0% | 0.0% | -23.0% | -23.4% |
| 3M | -12.5% | +13.3% | -25.8% | -18.6% |
| 6M | -21.4% | +3.4% | -24.9% | -24.4% |
| YTD | -3.5% | -6.4% | +2.9% | -3.9% |
| 1Y | +17.4% | -9.7% | +27.0% | +17.6% |
| 3Y | +291.3% | +0.1% | +291.1% | +247.2% |
| 5Y | +241.9% | -34.0% | +275.9% | +277.0% |
| 10Y | +322.7% | +147.9% | +174.8% | +174.9% |
| All | +369.7% | +238.0% | +131.7% | +183.0% |
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 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