-33.8%
TRU vs EXEL
+180.6%
-214.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | -2.7% | -4.9% | +2.2% | -1.9% |
| 30D | -2.0% | +11.4% | -13.4% | -3.9% |
| 3M | +18.4% | +4.9% | +13.5% | +17.2% |
| 6M | +8.9% | +34.4% | -25.6% | +2.7% |
| YTD | -8.9% | +28.0% | -37.0% | -13.6% |
| 1Y | -15.9% | +43.6% | -59.5% | -22.2% |
| 3Y | -1.1% | +155.2% | -156.3% | -20.2% |
| All | -33.8% | +180.6% | -214.4% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling