+143.3%
TRU vs COO
+17.5%
+125.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.5% | +8.2% |
| 7D | -9.4% | -23.3% | +13.9% | +4.3% |
| 30D | -4.1% | -29.5% | +25.4% | +15.8% |
| 3M | +13.6% | -20.0% | +33.6% | +27.6% |
| 6M | +3.6% | -27.2% | +30.8% | +22.4% |
| YTD | -9.8% | -33.9% | +24.1% | +12.8% |
| 1Y | -13.6% | -19.9% | +6.3% | -3.8% |
| 3Y | -2.0% | -38.1% | +36.1% | +22.7% |
| 5Y | -35.8% | -52.0% | +16.2% | -9.2% |
| All | +143.3% | +17.5% | +125.7% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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