+1,124.0%
TTMI vs TRU
+147.2%
+976.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.0% |
| 7D | +0.7% | -2.7% | +3.4% | +1.6% |
| 30D | -8.4% | -2.0% | -6.4% | -8.4% |
| 3M | -32.5% | +18.4% | -50.9% | -38.8% |
| 6M | +32.5% | +8.9% | +23.6% | +22.6% |
| YTD | +83.2% | -8.9% | +92.2% | +79.6% |
| 1Y | +161.7% | -15.9% | +177.5% | +163.6% |
| 3Y | +890.1% | -1.1% | +891.2% | +779.5% |
| 5Y | +832.4% | -35.2% | +867.6% | +870.8% |
| All | +1,124.0% | +147.2% | +976.9% | +818.9% |
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