-2.0%
TRU vs BWA
+68.2%
-70.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | -4.1% | -5.5% | +1.4% | -3.1% |
| 3M | +13.6% | -7.6% | +21.2% | +15.2% |
| 6M | +3.6% | +25.0% | -21.4% | -5.6% |
| YTD | -9.8% | +47.0% | -56.8% | -25.7% |
| 1Y | -13.6% | +54.0% | -67.6% | -30.6% |
| All | -2.0% | +68.2% | -70.3% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling