+215.6%
TRU vs EFV
+131.3%
+84.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -9.4% | -2.0% | -7.4% | -7.6% |
| 30D | -4.1% | -0.2% | -3.9% | -3.9% |
| 3M | +13.6% | +9.1% | +4.5% | +4.2% |
| 6M | +3.6% | +11.7% | -8.1% | -7.3% |
| YTD | -9.8% | +17.0% | -26.9% | -23.3% |
| 1Y | -13.6% | +26.7% | -40.4% | -32.0% |
| 3Y | -2.0% | +90.2% | -92.1% | -47.0% |
| 5Y | -35.8% | +96.1% | -131.9% | -66.2% |
| 10Y | +142.9% | +164.5% | -21.6% | -2.6% |
| All | +215.6% | +131.3% | +84.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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