-2.0%
TRU vs DAR
+7.7%
-9.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -9.4% | +0.9% | -10.3% | -9.6% |
| 30D | -4.1% | +6.4% | -10.5% | -5.9% |
| 3M | +13.6% | +13.2% | +0.3% | +8.9% |
| 6M | +3.6% | +26.2% | -22.6% | -4.6% |
| YTD | -9.8% | +84.4% | -94.2% | -27.1% |
| 1Y | -13.6% | +112.0% | -125.7% | -34.0% |
| All | -2.0% | +7.7% | -9.8% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling