-27.1%
TRU vs DAR
-27.0%
-0.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | 0.0% | +11.6% | -11.5% | -3.0% |
| 30D | +21.3% | -10.2% | +31.5% | +24.6% |
| 3M | +0.2% | -14.8% | +15.1% | +4.1% |
| 6M | +22.4% | -10.1% | +32.4% | +24.3% |
| YTD | -4.8% | +55.5% | -60.4% | -20.1% |
| 1Y | -0.2% | +61.7% | -61.9% | -17.5% |
| 3Y | +57.9% | +37.2% | +20.8% | +31.4% |
| All | -27.1% | -27.0% | -0.1% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling