+1,672.6%
TSM vs TRU
+182.8%
+1,489.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +14.8% | -2.2% | +17.0% | +15.6% |
| 30D | -8.9% | +20.2% | -29.1% | -15.2% |
| 3M | -5.3% | +2.2% | -7.5% | -7.4% |
| 6M | +2.6% | +17.6% | -15.0% | -6.1% |
| YTD | +34.5% | -5.0% | +39.4% | +31.2% |
| 1Y | +41.0% | -1.0% | +42.0% | +35.0% |
| 3Y | +333.1% | +56.5% | +276.6% | +232.9% |
| 5Y | +270.1% | -26.2% | +296.3% | +270.6% |
| All | +1,672.6% | +182.8% | +1,489.9% | +1,172.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling