-33.8%
TRU vs BB
-26.5%
-7.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.6% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -2.0% | -12.5% | +10.5% | +0.5% |
| 3M | +18.4% | -17.4% | +35.9% | +20.7% |
| 6M | +8.9% | +119.1% | -110.3% | -14.0% |
| YTD | -8.9% | +102.4% | -111.3% | -26.6% |
| 1Y | -15.9% | +98.2% | -114.1% | -32.7% |
| 3Y | -1.1% | +46.9% | -48.0% | -19.4% |
| All | -33.8% | -26.5% | -7.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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