+145.7%
TRU vs MDY
+177.2%
-31.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.1% |
| 7D | -2.7% | -1.9% | -0.9% | -0.8% |
| 30D | -2.0% | -4.6% | +2.6% | +2.8% |
| 3M | +18.4% | -1.2% | +19.7% | +19.6% |
| 6M | +8.9% | +9.2% | -0.3% | -1.2% |
| YTD | -8.9% | +13.1% | -22.0% | -20.4% |
| 1Y | -15.9% | +13.0% | -28.9% | -26.3% |
| 3Y | -1.1% | +49.2% | -50.3% | -32.4% |
| 5Y | -35.2% | +47.2% | -82.4% | -54.6% |
| All | +145.7% | +177.2% | -31.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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