+218.7%
TRU vs PSLV
+240.1%
-21.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.7% | -3.5% | +0.7% | -2.3% |
| 30D | -2.0% | -2.1% | +0.1% | -1.8% |
| 3M | +18.4% | -1.6% | +20.1% | +18.4% |
| 6M | +8.9% | -25.5% | +34.4% | +12.6% |
| YTD | -8.9% | -11.4% | +2.5% | -10.9% |
| 1Y | -15.9% | +48.6% | -64.5% | -26.2% |
| 3Y | -1.1% | +166.9% | -168.0% | -23.7% |
| 5Y | -35.2% | +152.4% | -187.6% | -50.1% |
| 10Y | +145.3% | +187.8% | -42.5% | +71.0% |
| All | +218.7% | +240.1% | -21.4% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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