+145.0%
TT vs TRU
-35.2%
+180.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.3% |
| 7D | +1.6% | -7.2% | +8.8% | +3.4% |
| 30D | -7.3% | -2.8% | -4.5% | -6.8% |
| 3M | -2.6% | +13.0% | -15.6% | -6.6% |
| 6M | +5.9% | +0.7% | +5.2% | +4.3% |
| YTD | +15.4% | -9.0% | +24.4% | +16.1% |
| 1Y | +8.2% | -16.3% | +24.6% | +11.2% |
| 3Y | +122.7% | -1.1% | +123.7% | +110.2% |
| 5Y | +145.0% | -36.0% | +181.0% | +185.2% |
| All | +145.0% | -35.2% | +180.2% | +185.2% |
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