+265.7%
TSM vs TRU
-26.5%
+292.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -7.3% | +21.3% | -28.6% | -13.2% |
| 3M | -7.1% | +0.2% | -7.4% | -8.3% |
| 6M | +0.2% | +22.4% | -22.1% | -8.7% |
| YTD | +32.2% | -4.8% | +37.1% | +29.7% |
| 1Y | +42.8% | -0.2% | +43.0% | +37.2% |
| 3Y | +330.4% | +57.9% | +272.5% | +232.4% |
| All | +265.7% | -26.5% | +292.1% | +305.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling