+215.6%
TRU vs BR
+297.7%
-82.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -9.4% | -6.0% | -3.4% | -5.2% |
| 30D | -4.1% | -0.9% | -3.3% | -3.4% |
| 3M | +13.6% | +16.4% | -2.8% | +2.0% |
| 6M | +3.6% | -8.2% | +11.8% | +9.6% |
| YTD | -9.8% | -23.2% | +13.4% | +8.1% |
| 1Y | -13.6% | -30.9% | +17.3% | +11.5% |
| 3Y | -2.0% | -5.0% | +3.0% | +1.9% |
| 5Y | -35.8% | +8.8% | -44.6% | -40.0% |
| 10Y | +142.9% | +190.1% | -47.2% | +24.9% |
| All | +215.6% | +297.7% | -82.1% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling