+218.7%
TRU vs MKTX
+86.0%
+132.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -2.0% | +0.7% | -2.8% | -2.2% |
| 3M | +18.4% | +40.8% | -22.4% | +5.7% |
| 6M | +8.9% | -8.0% | +16.9% | +10.2% |
| YTD | -8.9% | -8.7% | -0.2% | -7.6% |
| 1Y | -15.9% | -11.8% | -4.0% | -13.9% |
| 3Y | -1.1% | -24.0% | +22.9% | +1.9% |
| 5Y | -35.2% | -60.3% | +25.1% | -20.6% |
| 10Y | +145.3% | +5.0% | +140.3% | +119.0% |
| All | +218.7% | +86.0% | +132.7% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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