-22.7%
U vs TRU
-4.4%
-18.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.1% |
| 7D | +2.6% | 0.0% | +2.5% | +2.5% |
| 30D | +27.6% | +21.3% | +6.3% | +8.4% |
| 3M | +15.3% | +0.2% | +15.1% | +12.7% |
| 6M | +96.4% | +22.4% | +74.0% | +61.0% |
| YTD | +19.6% | -4.8% | +24.4% | +18.5% |
| 1Y | +42.1% | -0.2% | +42.3% | +34.7% |
| 3Y | +87.5% | +57.9% | +29.6% | +12.8% |
| 5Y | -73.1% | -26.1% | -47.0% | -71.0% |
| All | -22.7% | -4.4% | -18.3% | -21.0% |
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 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