+161.7%
TTMI vs TRU
-13.7%
+175.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.7% |
| 7D | +0.7% | -2.7% | +3.4% | -0.4% |
| 30D | -8.4% | -2.0% | -6.4% | -8.8% |
| 3M | -32.5% | +18.4% | -50.9% | -29.9% |
| 6M | +32.5% | +8.9% | +23.6% | +36.6% |
| YTD | +83.2% | -8.9% | +92.2% | +90.5% |
| 1Y | +161.7% | -15.9% | +177.5% | +166.3% |
| All | +161.7% | -13.7% | +175.3% | +166.3% |
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