-33.8%
TRU vs VEU
+55.0%
-88.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | -0.2% |
| 7D | -2.7% | -1.4% | -1.3% | -1.1% |
| 30D | -2.0% | -0.4% | -1.6% | -1.7% |
| 3M | +18.4% | +2.5% | +15.9% | +13.9% |
| 6M | +8.9% | +11.1% | -2.3% | -6.4% |
| YTD | -8.9% | +16.5% | -25.5% | -27.1% |
| 1Y | -15.9% | +22.9% | -38.8% | -37.4% |
| 3Y | -1.1% | +73.4% | -74.5% | -52.5% |
| All | -33.8% | +55.0% | -88.8% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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