+155.2%
W vs TRU
+147.2%
+8.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.3% |
| 7D | -0.9% | -2.7% | +1.9% | +1.4% |
| 30D | -4.2% | -2.0% | -2.2% | -3.2% |
| 3M | +26.9% | +18.4% | +8.5% | +8.4% |
| 6M | +31.2% | +8.9% | +22.4% | +19.7% |
| YTD | -1.8% | -8.9% | +7.1% | +1.3% |
| 1Y | +9.3% | -15.9% | +25.2% | +18.7% |
| 3Y | +33.2% | -1.1% | +34.3% | +21.7% |
| 5Y | -62.4% | -35.2% | -27.2% | -49.9% |
| All | +155.2% | +147.2% | +8.1% | +82.6% |
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