+218.5%
TRU vs BWA
+48.7%
+169.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.2% |
| 7D | -7.2% | +4.3% | -11.5% | -8.6% |
| 30D | -2.8% | -2.9% | +0.1% | -2.2% |
| 3M | +13.0% | -12.4% | +25.4% | +17.0% |
| 6M | +0.7% | +28.6% | -27.9% | -10.4% |
| YTD | -9.0% | +48.2% | -57.2% | -25.2% |
| 1Y | -16.3% | +50.9% | -67.2% | -31.8% |
| 3Y | -1.1% | +72.2% | -73.2% | -25.3% |
| 5Y | -36.0% | +91.1% | -127.1% | -54.5% |
| 10Y | +139.9% | +144.0% | -4.1% | +38.6% |
| All | +218.5% | +48.7% | +169.8% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling