+215.6%
TRU vs BG
+87.9%
+127.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -9.4% | +3.7% | -13.1% | -10.2% |
| 30D | -4.1% | +12.3% | -16.5% | -7.0% |
| 3M | +13.6% | -2.2% | +15.8% | +13.7% |
| 6M | +3.6% | +5.3% | -1.8% | +1.2% |
| YTD | -9.8% | +42.4% | -52.2% | -19.2% |
| 1Y | -13.6% | +55.2% | -68.8% | -24.7% |
| 3Y | -2.0% | +21.0% | -22.9% | -9.9% |
| 5Y | -35.8% | +87.1% | -123.0% | -49.3% |
| 10Y | +142.9% | +169.8% | -26.9% | +54.7% |
| All | +215.6% | +87.9% | +127.6% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling