+858.8%
TT vs TRU
+243.2%
+615.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +8.1% | -2.2% | +10.2% | +8.8% |
| 30D | -11.3% | +20.2% | -31.5% | -17.2% |
| 3M | -11.2% | +2.2% | -13.4% | -12.9% |
| 6M | -8.9% | +17.6% | -26.5% | -15.9% |
| YTD | +9.7% | -5.0% | +14.7% | +7.5% |
| 1Y | +1.3% | -1.0% | +2.2% | -2.4% |
| 3Y | +93.4% | +56.5% | +36.8% | +47.0% |
| 5Y | +133.5% | -26.2% | +159.8% | +134.3% |
| 10Y | +739.9% | +184.5% | +555.5% | +403.8% |
| All | +858.8% | +243.2% | +615.7% | +461.5% |
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