+215.6%
TRU vs DTE
+207.3%
+8.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.5% |
| 7D | -9.4% | -2.0% | -7.4% | -8.4% |
| 30D | -4.1% | -2.4% | -1.7% | -3.0% |
| 3M | +13.6% | -7.3% | +20.9% | +18.0% |
| 6M | +3.6% | -7.6% | +11.2% | +7.4% |
| YTD | -9.8% | +5.8% | -15.6% | -13.3% |
| 1Y | -13.6% | +2.3% | -16.0% | -15.6% |
| 3Y | -2.0% | +45.0% | -47.0% | -21.3% |
| 5Y | -35.8% | +33.2% | -69.0% | -46.4% |
| 10Y | +142.9% | +141.4% | +1.5% | +55.8% |
| All | +215.6% | +207.3% | +8.3% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling