+218.5%
TRU vs CRL
+283.1%
-64.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.7% |
| 7D | -7.2% | -0.6% | -6.6% | -7.0% |
| 30D | -2.8% | +5.0% | -7.8% | -4.9% |
| 3M | +13.0% | +50.6% | -37.6% | -6.0% |
| 6M | +0.7% | +60.9% | -60.3% | -20.0% |
| YTD | -9.0% | +40.7% | -49.7% | -23.6% |
| 1Y | -16.3% | +73.3% | -89.6% | -36.6% |
| 3Y | -1.1% | +40.6% | -41.6% | -22.6% |
| 5Y | -36.0% | -37.0% | +1.0% | -30.8% |
| 10Y | +139.9% | +244.3% | -104.4% | +15.3% |
| All | +218.5% | +283.1% | -64.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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