+208.9%
W vs TRU
+182.8%
+26.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.6% |
| 7D | -1.7% | -2.2% | +0.5% | +0.2% |
| 30D | +3.2% | +20.2% | -16.9% | -12.4% |
| 3M | +8.3% | +2.2% | +6.1% | +3.8% |
| 6M | +84.3% | +17.6% | +66.7% | +55.2% |
| YTD | +11.0% | -5.0% | +16.0% | +8.7% |
| 1Y | -0.2% | -1.0% | +0.7% | -5.9% |
| 3Y | +157.9% | +56.5% | +101.4% | +60.1% |
| 5Y | -56.8% | -26.2% | -30.6% | -48.5% |
| All | +208.9% | +182.8% | +26.1% | +107.7% |
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