-1.1%
TRU vs EXEL
+154.7%
-155.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | -2.7% | -4.9% | +2.2% | -2.1% |
| 30D | -2.0% | +11.4% | -13.4% | -3.4% |
| 3M | +18.4% | +4.9% | +13.5% | +17.6% |
| 6M | +8.9% | +34.4% | -25.6% | +4.3% |
| YTD | -8.9% | +28.0% | -37.0% | -12.3% |
| 1Y | -15.9% | +43.6% | -59.5% | -20.5% |
| 3Y | -1.1% | +155.2% | -156.3% | -5.1% |
| All | -1.1% | +154.7% | -155.8% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling