+145.7%
TRU vs DTE
+137.8%
+7.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.7% |
| 7D | -2.7% | -2.6% | -0.2% | -1.4% |
| 30D | -2.0% | -4.4% | +2.4% | +0.3% |
| 3M | +18.4% | -8.3% | +26.8% | +24.0% |
| 6M | +8.9% | -8.1% | +16.9% | +13.3% |
| YTD | -8.9% | +4.4% | -13.4% | -12.0% |
| 1Y | -15.9% | +0.2% | -16.0% | -16.9% |
| 3Y | -1.1% | +42.6% | -43.7% | -20.8% |
| 5Y | -35.2% | +31.5% | -66.7% | -46.1% |
| All | +145.7% | +137.8% | +7.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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