+423.3%
TPR vs TRU
+251.7%
+171.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.4% |
| 7D | +12.7% | +4.9% | +7.8% | +10.3% |
| 30D | +17.1% | +26.9% | -9.9% | +4.4% |
| 3M | -15.9% | +4.0% | -19.9% | -18.5% |
| 6M | +2.6% | +15.8% | -13.2% | -6.6% |
| YTD | +7.5% | -2.6% | +10.1% | +4.3% |
| 1Y | +32.9% | +3.9% | +29.1% | +24.7% |
| 3Y | +413.8% | +59.2% | +354.6% | +262.2% |
| 5Y | +263.9% | -25.7% | +289.5% | +273.7% |
| 10Y | +389.7% | +179.3% | +210.4% | +202.3% |
| All | +423.3% | +251.7% | +171.6% | +207.1% |
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