+215.6%
TRU vs EXEL
+1,391.7%
-1,176.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -9.4% | -2.9% | -6.5% | -9.0% |
| 30D | -4.1% | +11.9% | -16.0% | -5.6% |
| 3M | +13.6% | +9.2% | +4.4% | +12.1% |
| 6M | +3.6% | +39.1% | -35.5% | -1.4% |
| YTD | -9.8% | +31.0% | -40.8% | -13.6% |
| 1Y | -13.6% | +52.3% | -66.0% | -19.2% |
| 3Y | -2.0% | +159.7% | -161.7% | -15.9% |
| 5Y | -35.8% | +187.7% | -223.5% | -46.3% |
| 10Y | +142.9% | +379.4% | -236.5% | +86.8% |
| All | +215.6% | +1,391.7% | -1,176.1% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling