+1,159.5%
TTMI vs TRU
+228.6%
+930.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.8% | +3.9% |
| 7D | +12.2% | -7.2% | +19.4% | +14.6% |
| 30D | -5.7% | -2.8% | -2.9% | -5.5% |
| 3M | -27.5% | +13.0% | -40.5% | -32.9% |
| 6M | +47.1% | +0.7% | +46.5% | +40.8% |
| YTD | +87.5% | -9.0% | +96.5% | +83.9% |
| 1Y | +175.2% | -16.3% | +191.5% | +177.1% |
| 3Y | +901.9% | -1.1% | +903.0% | +795.4% |
| 5Y | +843.5% | -36.0% | +879.5% | +880.1% |
| 10Y | +1,077.0% | +139.9% | +937.1% | +697.8% |
| All | +1,159.5% | +228.6% | +930.9% | +724.0% |
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