+227.6%
TRU vs COO
+59.8%
+167.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.1% |
| 7D | -6.8% | -2.2% | -4.5% | -5.5% |
| 30D | 0.0% | -7.0% | +7.1% | +4.2% |
| 3M | +13.3% | +12.2% | +1.1% | +6.0% |
| 6M | +3.4% | -15.1% | +18.5% | +12.9% |
| YTD | -6.4% | -15.1% | +8.7% | +2.4% |
| 1Y | -9.7% | +2.3% | -12.0% | -11.5% |
| 3Y | +0.1% | -23.7% | +23.8% | +12.4% |
| 5Y | -34.0% | -38.9% | +4.9% | -18.2% |
| 10Y | +147.9% | +49.9% | +98.0% | +103.2% |
| All | +227.6% | +59.8% | +167.8% | +162.2% |
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 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