+227.6%
TRU vs BUD
-19.6%
+247.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -6.8% | +0.3% | -7.0% | -6.9% |
| 30D | 0.0% | -5.7% | +5.7% | +2.4% |
| 3M | +13.3% | +3.1% | +10.2% | +11.7% |
| 6M | +3.4% | +7.9% | -4.4% | -0.3% |
| YTD | -6.4% | +27.3% | -33.7% | -16.3% |
| 1Y | -9.7% | +37.8% | -47.5% | -22.1% |
| 3Y | +0.1% | +49.8% | -49.7% | -18.6% |
| 5Y | -34.0% | +43.8% | -77.9% | -46.4% |
| 10Y | +147.9% | -22.6% | +170.5% | +135.1% |
| All | +227.6% | -19.6% | +247.3% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling