-35.7%
TRU vs COO
-43.5%
+7.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +3.1% |
| 7D | -6.5% | -9.0% | +2.5% | -1.0% |
| 30D | -2.5% | -16.8% | +14.3% | +9.1% |
| 3M | +10.4% | -7.5% | +17.9% | +15.7% |
| 6M | +1.6% | -16.3% | +17.9% | +12.9% |
| YTD | -9.7% | -22.5% | +12.8% | +5.4% |
| 1Y | -17.3% | -7.0% | -10.3% | -14.3% |
| 3Y | -1.8% | -27.5% | +25.6% | +13.6% |
| All | -35.7% | -43.5% | +7.8% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling