+2,135.6%
TSM vs TRU
+243.6%
+1,892.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.9% |
| 3M | -7.1% | +0.2% | -7.4% | -8.6% |
| 6M | +0.2% | +22.4% | -22.1% | -9.4% |
| YTD | +32.2% | -4.8% | +37.1% | +28.9% |
| 1Y | +42.8% | -0.2% | +43.0% | +36.4% |
| 3Y | +330.4% | +57.9% | +272.5% | +232.3% |
| 5Y | +263.9% | -26.1% | +290.1% | +262.9% |
| 10Y | +1,580.2% | +184.8% | +1,395.4% | +971.4% |
| All | +2,135.6% | +243.6% | +1,892.0% | +1,284.7% |
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 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