+411.0%
TSM vs TRU
-1.9%
+412.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.1% | +3.0% |
| 7D | +6.0% | -7.2% | +13.2% | +7.8% |
| 30D | +4.5% | -2.8% | +7.3% | +4.9% |
| 3M | +3.1% | +13.0% | -9.9% | -1.5% |
| 6M | +30.2% | +0.7% | +29.5% | +28.0% |
| YTD | +45.2% | -9.0% | +54.2% | +46.0% |
| 1Y | +79.6% | -16.3% | +95.9% | +84.6% |
| 3Y | +411.0% | -1.1% | +412.0% | +420.8% |
| All | +411.0% | -1.9% | +412.9% | +420.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling