+145.7%
TRU vs BR
+189.7%
-44.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -2.7% | -3.0% | +0.2% | -0.6% |
| 30D | -2.0% | -0.3% | -1.8% | -1.7% |
| 3M | +18.4% | +17.3% | +1.1% | +5.5% |
| 6M | +8.9% | -6.7% | +15.6% | +13.9% |
| YTD | -8.9% | -23.4% | +14.5% | +9.7% |
| 1Y | -15.9% | -32.7% | +16.8% | +11.1% |
| 3Y | -1.1% | -5.9% | +4.8% | +3.5% |
| 5Y | -35.2% | +8.4% | -43.6% | -39.4% |
| All | +145.7% | +189.7% | -44.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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