+850.9%
TT vs TRU
+251.7%
+599.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.9% |
| 7D | +1.7% | +4.9% | -3.1% | +0.1% |
| 30D | -11.8% | +26.9% | -38.8% | -19.1% |
| 3M | -12.6% | +4.0% | -16.6% | -14.8% |
| 6M | -9.4% | +15.8% | -25.2% | -15.9% |
| YTD | +8.8% | -2.6% | +11.4% | +5.8% |
| 1Y | -2.5% | +3.9% | -6.4% | -7.6% |
| 3Y | +95.7% | +59.2% | +36.5% | +48.0% |
| 5Y | +135.7% | -25.7% | +161.4% | +136.4% |
| 10Y | +750.6% | +179.3% | +571.3% | +413.7% |
| All | +850.9% | +251.7% | +599.3% | +452.6% |
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