+145.7%
TRU vs BG
+166.7%
-21.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | -2.7% | +3.1% | -5.8% | -3.6% |
| 30D | -2.0% | +10.2% | -12.3% | -4.6% |
| 3M | +18.4% | -1.7% | +20.1% | +18.3% |
| 6M | +8.9% | +1.0% | +7.9% | +7.5% |
| YTD | -8.9% | +39.9% | -48.9% | -18.5% |
| 1Y | -15.9% | +53.2% | -69.1% | -27.0% |
| 3Y | -1.1% | +16.3% | -17.4% | -8.5% |
| 5Y | -35.2% | +83.9% | -119.1% | -49.6% |
| All | +145.7% | +166.7% | -21.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling