+216.0%
TRU vs TCOM
+7.4%
+208.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | -0.1% |
| 7D | -6.5% | -10.2% | +3.7% | -4.5% |
| 30D | -2.5% | -16.8% | +14.3% | +1.2% |
| 3M | +10.4% | -16.7% | +27.1% | +14.1% |
| 6M | +1.6% | -27.1% | +28.7% | +8.1% |
| YTD | -9.7% | -45.5% | +35.8% | +1.1% |
| 1Y | -17.3% | -45.9% | +28.6% | -7.3% |
| 3Y | -1.8% | +9.8% | -11.6% | -7.6% |
| 5Y | -36.2% | +23.8% | -60.0% | -44.9% |
| 10Y | +143.2% | -10.8% | +154.0% | +106.0% |
| All | +216.0% | +7.4% | +208.6% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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