+143.3%
TRU vs BUD
-22.8%
+166.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -9.4% | -3.2% | -6.2% | -8.2% |
| 30D | -4.1% | -3.7% | -0.4% | -2.6% |
| 3M | +13.6% | -4.4% | +18.0% | +15.6% |
| 6M | +3.6% | +7.7% | -4.2% | -0.1% |
| YTD | -9.8% | +23.1% | -32.9% | -18.2% |
| 1Y | -13.6% | +33.6% | -47.3% | -24.5% |
| 3Y | -2.0% | +44.7% | -46.7% | -19.0% |
| 5Y | -35.8% | +44.9% | -80.8% | -48.0% |
| All | +143.3% | -22.8% | +166.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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