+364.1%
TTD vs TRU
+139.4%
+224.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -7.4% | -9.4% | +2.0% | -0.6% |
| 30D | +3.0% | -4.1% | +7.1% | +6.1% |
| 3M | -27.6% | +13.6% | -41.2% | -34.4% |
| 6M | -49.5% | +3.6% | -53.1% | -51.6% |
| YTD | -63.2% | -9.8% | -53.4% | -61.4% |
| 1Y | -69.7% | -13.6% | -56.1% | -67.9% |
| 3Y | -83.3% | -2.0% | -81.4% | -85.9% |
| 5Y | -80.8% | -35.8% | -45.0% | -76.2% |
| All | +364.1% | +139.4% | +224.8% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling