+638.0%
XYZ vs TRU
+172.9%
+465.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +1.8% |
| 7D | +14.9% | +4.9% | +10.0% | +11.1% |
| 30D | +14.7% | +26.9% | -12.3% | -5.3% |
| 3M | +12.1% | +4.0% | +8.1% | +6.9% |
| 6M | +18.3% | +15.8% | +2.5% | +2.0% |
| YTD | +36.1% | -2.6% | +38.7% | +31.9% |
| 1Y | +35.3% | +3.9% | +31.5% | +24.3% |
| 3Y | +73.5% | +59.2% | +14.3% | -1.2% |
| 5Y | -61.6% | -25.7% | -36.0% | -56.5% |
| 10Y | +638.0% | +179.3% | +458.7% | +329.4% |
| All | +638.0% | +172.9% | +465.1% | +329.4% |
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