+912.8%
TT vs TRU
+238.0%
+674.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.8% | +2.8% |
| 7D | 0.0% | -6.8% | +6.8% | +2.2% |
| 30D | -7.2% | 0.0% | -7.2% | -7.4% |
| 3M | -3.0% | +13.3% | -16.3% | -8.1% |
| 6M | +1.4% | +3.4% | -2.1% | -1.7% |
| YTD | +15.9% | -6.4% | +22.3% | +15.3% |
| 1Y | +9.4% | -9.7% | +19.1% | +9.3% |
| 3Y | +124.4% | +0.1% | +124.2% | +103.8% |
| 5Y | +138.0% | -34.0% | +172.0% | +152.5% |
| 10Y | +886.4% | +147.9% | +738.5% | +526.9% |
| All | +912.8% | +238.0% | +674.8% | +502.1% |
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