+145.7%
TRU vs SM
+23.0%
+122.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.7% | +4.6% | -7.3% | -3.2% |
| 30D | -2.0% | +18.2% | -20.3% | -3.7% |
| 3M | +18.4% | +22.5% | -4.1% | +15.7% |
| 6M | +8.9% | +50.6% | -41.7% | +3.5% |
| YTD | -8.9% | +108.1% | -117.1% | -16.5% |
| 1Y | -15.9% | +46.0% | -61.9% | -20.2% |
| 3Y | -1.1% | +2.9% | -4.0% | -4.2% |
| 5Y | -35.2% | +112.6% | -147.8% | -41.9% |
| All | +145.7% | +23.0% | +122.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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