+604.5%
XYZ vs TRU
+146.7%
+457.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -3.7% | -6.5% | +2.8% | +1.2% |
| 30D | +0.5% | -2.5% | +3.0% | +2.1% |
| 3M | +16.3% | +10.4% | +5.9% | +5.8% |
| 6M | +21.1% | +1.6% | +19.5% | +16.4% |
| YTD | +22.0% | -9.7% | +31.7% | +27.1% |
| 1Y | +5.2% | -17.3% | +22.4% | +15.4% |
| 3Y | +49.6% | -1.8% | +51.4% | +27.4% |
| 5Y | -68.4% | -36.2% | -32.2% | -59.1% |
| 10Y | +604.5% | +143.2% | +461.3% | +342.5% |
| All | +604.5% | +146.7% | +457.9% | +342.5% |
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