+145.7%
TRU vs EXEL
+375.2%
-229.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -2.7% | -4.9% | +2.2% | -2.0% |
| 30D | -2.0% | +11.4% | -13.4% | -3.7% |
| 3M | +18.4% | +4.9% | +13.5% | +17.4% |
| 6M | +8.9% | +34.4% | -25.6% | +3.4% |
| YTD | -8.9% | +28.0% | -37.0% | -13.0% |
| 1Y | -15.9% | +43.6% | -59.5% | -21.4% |
| 3Y | -1.1% | +155.2% | -156.3% | -17.1% |
| 5Y | -35.2% | +181.2% | -216.4% | -47.3% |
| All | +145.7% | +375.2% | -229.5% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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