-1.1%
TRU vs DTE
+43.4%
-44.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -2.7% | -2.6% | -0.2% | -1.8% |
| 30D | -2.0% | -4.4% | +2.4% | -0.4% |
| 3M | +18.4% | -8.3% | +26.8% | +22.4% |
| 6M | +8.9% | -8.1% | +16.9% | +12.1% |
| YTD | -8.9% | +4.4% | -13.4% | -11.4% |
| 1Y | -15.9% | +0.2% | -16.0% | -16.6% |
| 3Y | -1.1% | +42.6% | -43.7% | -14.7% |
| All | -1.1% | +43.4% | -44.5% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling