+172.6%
TTMI vs TRU
-7.3%
+179.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -5.9% | +14.8% | +6.6% |
| 7D | +5.9% | -6.8% | +12.6% | +3.3% |
| 30D | -4.3% | 0.0% | -4.3% | -3.9% |
| 3M | -32.0% | +13.3% | -45.3% | -28.8% |
| 6M | +19.5% | +3.4% | +16.0% | +24.1% |
| YTD | +82.0% | -6.4% | +88.4% | +90.2% |
| 1Y | +172.6% | -9.7% | +182.3% | +182.4% |
| All | +172.6% | -7.3% | +179.9% | +182.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling