-9.8%
TRI vs TRU
-35.6%
+25.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -7.9% | -2.7% | -5.2% | -7.0% |
| 30D | -4.5% | -2.0% | -2.5% | -3.7% |
| 3M | +22.1% | +18.4% | +3.7% | +17.1% |
| 6M | -2.8% | +8.9% | -11.6% | -4.6% |
| YTD | -23.4% | -8.9% | -14.5% | -21.5% |
| 1Y | -41.5% | -15.9% | -25.7% | -39.2% |
| 3Y | -19.2% | -1.1% | -18.1% | -21.2% |
| All | -9.8% | -35.6% | +25.8% | -1.5% |
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