+1,779.8%
TSM vs TRU
+147.2%
+1,632.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +1.0% | -2.7% | +3.7% | +1.9% |
| 30D | +1.0% | -2.0% | +3.0% | +1.3% |
| 3M | +2.9% | +18.4% | -15.6% | -4.9% |
| 6M | +22.8% | +8.9% | +14.0% | +16.4% |
| YTD | +43.3% | -8.9% | +52.2% | +43.5% |
| 1Y | +69.2% | -15.9% | +85.1% | +73.5% |
| 3Y | +404.5% | -1.1% | +405.6% | +362.7% |
| 5Y | +282.2% | -35.2% | +317.4% | +306.7% |
| All | +1,779.8% | +147.2% | +1,632.6% | +1,198.1% |
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