+135.7%
TT vs TRU
-25.5%
+161.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +4.1% |
| 7D | +1.7% | +4.9% | -3.1% | +0.6% |
| 30D | -11.8% | +26.9% | -38.8% | -17.3% |
| 3M | -12.6% | +4.0% | -16.6% | -14.1% |
| 6M | -9.4% | +15.8% | -25.2% | -14.2% |
| YTD | +8.8% | -2.6% | +11.4% | +7.1% |
| 1Y | -2.5% | +3.9% | -6.4% | -6.1% |
| 3Y | +95.7% | +59.2% | +36.5% | +55.4% |
| 5Y | +135.7% | -25.7% | +161.4% | +158.7% |
| All | +135.7% | -25.5% | +161.3% | +158.7% |
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