+145.7%
TRU vs USFR
+28.1%
+117.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.7% | +0.1% | -2.9% | -2.9% |
| 30D | -2.0% | +0.4% | -2.4% | -2.6% |
| 3M | +18.4% | +1.0% | +17.4% | +16.6% |
| 6M | +8.9% | +2.0% | +6.9% | +5.6% |
| YTD | -8.9% | +2.8% | -11.7% | -12.7% |
| 1Y | -15.9% | +4.1% | -20.0% | -21.0% |
| 3Y | -1.1% | +14.1% | -15.2% | -19.9% |
| 5Y | -35.2% | +20.6% | -55.8% | -52.2% |
| All | +145.7% | +28.1% | +117.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling