+218.5%
TRU vs TAP
-28.4%
+246.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.5% |
| 7D | -7.2% | -2.3% | -4.9% | -6.5% |
| 30D | -2.8% | -9.4% | +6.6% | +0.2% |
| 3M | +13.0% | -0.8% | +13.8% | +13.4% |
| 6M | +0.7% | -14.7% | +15.4% | +5.6% |
| YTD | -9.0% | -13.9% | +4.9% | -5.5% |
| 1Y | -16.3% | -18.6% | +2.3% | -11.7% |
| 3Y | -1.1% | -32.0% | +31.0% | +9.1% |
| 5Y | -36.0% | -1.0% | -35.0% | -38.6% |
| 10Y | +139.9% | -51.4% | +191.2% | +164.6% |
| All | +218.5% | -28.4% | +246.9% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling