+143.3%
TRU vs TAP
-50.5%
+193.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -9.4% | -5.3% | -4.1% | -7.8% |
| 30D | -4.1% | -7.4% | +3.3% | -1.8% |
| 3M | +13.6% | -4.9% | +18.5% | +15.5% |
| 6M | +3.6% | -14.2% | +17.8% | +8.5% |
| YTD | -9.8% | -14.8% | +5.0% | -6.0% |
| 1Y | -13.6% | -18.1% | +4.5% | -9.1% |
| 3Y | -2.0% | -32.7% | +30.8% | +8.6% |
| 5Y | -35.8% | -0.5% | -35.3% | -38.7% |
| All | +143.3% | -50.5% | +193.8% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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