+233.0%
TRU vs COO
+43.8%
+189.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +21.3% | +14.2% | +7.1% | +13.1% |
| 3M | +0.2% | -18.2% | +18.5% | +11.0% |
| 6M | +22.4% | +5.3% | +17.0% | +17.1% |
| YTD | -4.8% | -23.6% | +18.7% | +9.2% |
| 1Y | -0.2% | -12.7% | +12.5% | +6.2% |
| 3Y | +57.9% | -24.2% | +82.1% | +75.8% |
| 5Y | -26.1% | -40.0% | +13.9% | -7.9% |
| 10Y | +184.8% | +41.6% | +143.3% | +140.6% |
| All | +233.0% | +43.8% | +189.2% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling