-33.8%
TRU vs BUD
+44.8%
-78.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.7% |
| 7D | -2.7% | -2.6% | -0.1% | -1.7% |
| 30D | -2.0% | -1.2% | -0.8% | -1.6% |
| 3M | +18.4% | -4.9% | +23.4% | +20.6% |
| 6M | +8.9% | +9.3% | -0.4% | +4.7% |
| YTD | -8.9% | +24.0% | -32.9% | -17.3% |
| 1Y | -15.9% | +34.5% | -50.4% | -26.3% |
| 3Y | -1.1% | +43.7% | -44.8% | -18.3% |
| All | -33.8% | +44.8% | -78.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling