+218.7%
TRU vs TDY
+462.6%
-243.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | -2.0% | -12.0% | +10.0% | +5.3% |
| 3M | +18.4% | -3.2% | +21.6% | +19.7% |
| 6M | +8.9% | -7.9% | +16.7% | +12.6% |
| YTD | -8.9% | +18.2% | -27.2% | -20.2% |
| 1Y | -15.9% | +6.7% | -22.5% | -21.7% |
| 3Y | -1.1% | +47.5% | -48.6% | -24.4% |
| 5Y | -35.2% | +39.5% | -74.7% | -49.0% |
| 10Y | +145.3% | +477.2% | -331.9% | -3.7% |
| All | +218.7% | +462.6% | -243.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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