+2,298.4%
TSM vs TRU
+238.0%
+2,060.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.9% | +8.8% | +4.9% |
| 7D | +2.7% | -6.8% | +9.5% | +5.0% |
| 30D | +3.6% | 0.0% | +3.6% | +3.2% |
| 3M | -3.4% | +13.3% | -16.7% | -9.0% |
| 6M | +20.6% | +3.4% | +17.2% | +16.7% |
| YTD | +41.9% | -6.4% | +48.3% | +40.8% |
| 1Y | +84.4% | -9.7% | +94.1% | +83.7% |
| 3Y | +380.2% | +0.1% | +380.1% | +340.3% |
| 5Y | +275.3% | -34.0% | +309.4% | +294.6% |
| 10Y | +1,751.4% | +147.9% | +1,603.5% | +1,145.7% |
| All | +2,298.4% | +238.0% | +2,060.4% | +1,412.0% |
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