+215.6%
TRU vs MDY
+176.5%
+39.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.8% |
| 7D | -9.4% | -2.5% | -6.9% | -7.0% |
| 30D | -4.1% | -5.0% | +0.9% | +1.0% |
| 3M | +13.6% | +0.5% | +13.1% | +12.5% |
| 6M | +3.6% | +8.0% | -4.4% | -4.8% |
| YTD | -9.8% | +12.2% | -22.0% | -20.4% |
| 1Y | -13.6% | +14.0% | -27.6% | -24.9% |
| 3Y | -2.0% | +48.2% | -50.1% | -32.4% |
| 5Y | -35.8% | +46.1% | -81.9% | -54.6% |
| 10Y | +142.9% | +173.8% | -30.8% | -5.9% |
| All | +215.6% | +176.5% | +39.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling