+376.1%
TRV vs TRU
+226.0%
+150.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.2% | -6.5% | +6.7% | +1.8% |
| 30D | -2.3% | -2.5% | +0.2% | -1.8% |
| 3M | +22.7% | +10.4% | +12.3% | +19.2% |
| 6M | +21.9% | +1.6% | +20.3% | +20.4% |
| YTD | +27.5% | -9.7% | +37.2% | +28.8% |
| 1Y | +36.2% | -17.3% | +53.5% | +40.1% |
| 3Y | +140.6% | -1.8% | +142.4% | +126.5% |
| 5Y | +154.5% | -36.2% | +190.7% | +172.4% |
| 10Y | +295.4% | +143.2% | +152.2% | +190.4% |
| All | +376.1% | +226.0% | +150.1% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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