-26.2%
TRU vs URA
+28.3%
-54.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.4% |
| 7D | -2.2% | +4.5% | -6.6% | -3.1% |
| 30D | +20.2% | -13.4% | +33.6% | +23.5% |
| 3M | +2.2% | -28.4% | +30.7% | +9.1% |
| 6M | +17.6% | -40.5% | +58.0% | +30.4% |
| YTD | -5.0% | -24.3% | +19.3% | -3.3% |
| 1Y | -1.0% | -28.8% | +27.9% | +2.1% |
| 3Y | +56.5% | +37.6% | +18.9% | +21.6% |
| 5Y | -26.2% | +30.7% | -56.9% | -45.2% |
| All | -26.2% | +28.3% | -54.5% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling