+227.6%
TRU vs URA
+236.1%
-8.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.1% |
| 7D | -6.8% | +1.1% | -7.8% | -7.0% |
| 30D | 0.0% | +7.4% | -7.4% | -2.0% |
| 3M | +13.3% | -8.4% | +21.7% | +14.8% |
| 6M | +3.4% | -12.7% | +16.2% | +5.3% |
| YTD | -6.4% | +7.8% | -14.2% | -11.6% |
| 1Y | -9.7% | +19.5% | -29.1% | -19.1% |
| 3Y | +0.1% | +116.4% | -116.3% | -28.6% |
| 5Y | -34.0% | +134.3% | -168.3% | -56.4% |
| 10Y | +147.9% | +359.3% | -211.4% | +12.7% |
| All | +227.6% | +236.1% | -8.5% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling