+51.4%
TSN vs TRU
+238.0%
-186.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +0.5% |
| 7D | -6.3% | -6.8% | +0.4% | -5.1% |
| 30D | -10.8% | 0.0% | -10.8% | -11.0% |
| 3M | -8.8% | +13.3% | -22.1% | -11.4% |
| 6M | -16.8% | +3.4% | -20.3% | -18.0% |
| YTD | -10.0% | -6.4% | -3.6% | -9.9% |
| 1Y | -5.3% | -9.7% | +4.4% | -4.8% |
| 3Y | +8.5% | +0.1% | +8.4% | +2.1% |
| 5Y | -22.9% | -34.0% | +11.1% | -20.6% |
| 10Y | -12.6% | +147.9% | -160.5% | -32.0% |
| All | +51.4% | +238.0% | -186.6% | +15.0% |
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