-1.9%
TRU vs URA
+116.4%
-118.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.6% |
| 7D | -6.5% | +5.7% | -12.2% | -7.3% |
| 30D | -2.5% | +5.6% | -8.1% | -3.4% |
| 3M | +10.4% | +6.2% | +4.2% | +9.0% |
| 6M | +1.6% | -8.2% | +9.9% | +2.4% |
| YTD | -9.7% | +9.7% | -19.4% | -13.5% |
| 1Y | -17.3% | +17.0% | -34.2% | -23.9% |
| All | -1.9% | +116.4% | -118.4% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling