+145.7%
TRU vs DAR
+366.1%
-220.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | -2.0% | +2.6% | -4.7% | -3.2% |
| 3M | +18.4% | +14.2% | +4.2% | +12.4% |
| 6M | +8.9% | +17.2% | -8.3% | +1.9% |
| YTD | -8.9% | +80.9% | -89.8% | -26.9% |
| 1Y | -15.9% | +104.0% | -119.9% | -35.7% |
| 3Y | -1.1% | +3.6% | -4.7% | -8.4% |
| 5Y | -35.2% | -7.8% | -27.4% | -39.9% |
| All | +145.7% | +366.1% | -220.4% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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