+227.6%
TRU vs DOC
+12.5%
+215.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.1% |
| 7D | -6.8% | -1.5% | -5.3% | -6.1% |
| 30D | 0.0% | -4.8% | +4.8% | +2.4% |
| 3M | +13.3% | +6.9% | +6.4% | +9.8% |
| 6M | +3.4% | +20.7% | -17.3% | -6.2% |
| YTD | -6.4% | +34.1% | -40.5% | -19.4% |
| 1Y | -9.7% | +22.6% | -32.3% | -19.0% |
| 3Y | +0.1% | +20.8% | -20.7% | -10.2% |
| 5Y | -34.0% | -24.9% | -9.2% | -27.4% |
| 10Y | +147.9% | -1.8% | +149.7% | +135.8% |
| All | +227.6% | +12.5% | +215.1% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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