+218.7%
TRU vs SNY
+29.9%
+188.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -1.5% |
| 30D | -2.0% | -2.2% | +0.1% | -1.3% |
| 3M | +18.4% | -3.0% | +21.5% | +19.9% |
| 6M | +8.9% | +2.7% | +6.1% | +7.9% |
| YTD | -8.9% | -6.8% | -2.1% | -6.7% |
| 1Y | -15.9% | -5.3% | -10.6% | -14.5% |
| 3Y | -1.1% | -9.8% | +8.7% | -0.3% |
| 5Y | -35.2% | +9.7% | -44.9% | -41.6% |
| 10Y | +145.3% | +64.5% | +80.8% | +85.4% |
| All | +218.7% | +29.9% | +188.7% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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