+414.0%
TTD vs TRU
+152.3%
+261.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.3% |
| 7D | +20.8% | -2.2% | +22.9% | +22.8% |
| 30D | +27.1% | +20.2% | +6.9% | +10.9% |
| 3M | +14.7% | +2.2% | +12.4% | +11.7% |
| 6M | -26.8% | +17.6% | -44.4% | -36.0% |
| YTD | -59.2% | -5.0% | -54.3% | -59.3% |
| 1Y | -64.7% | -1.0% | -63.7% | -65.9% |
| 3Y | -75.8% | +56.5% | -132.3% | -85.7% |
| 5Y | -84.6% | -26.2% | -58.4% | -83.0% |
| 10Y | +507.9% | +184.5% | +323.4% | +233.7% |
| All | +414.0% | +152.3% | +261.7% | +227.0% |
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