-36.2%
TRU vs TAP
-0.5%
-35.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | -6.5% | -5.1% | -1.4% | -5.0% |
| 30D | -2.5% | -8.4% | +6.0% | +0.1% |
| 3M | +10.4% | -3.9% | +14.3% | +11.8% |
| 6M | +1.6% | -14.4% | +16.0% | +6.0% |
| YTD | -9.7% | -14.7% | +5.0% | -6.5% |
| 1Y | -17.3% | -18.7% | +1.4% | -13.2% |
| 3Y | -1.8% | -32.6% | +30.8% | +7.9% |
| 5Y | -36.2% | -1.4% | -34.8% | -38.4% |
| All | -36.2% | -0.5% | -35.7% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling