+18.4%
A vs TRU
-7.3%
+25.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +1.6% |
| 7D | -1.9% | -6.8% | +4.8% | -0.7% |
| 30D | +6.9% | 0.0% | +6.9% | +6.8% |
| 3M | +9.2% | +13.3% | -4.1% | +6.1% |
| 6M | +25.7% | +3.4% | +22.2% | +23.2% |
| YTD | +11.5% | -6.4% | +17.9% | +11.3% |
| 1Y | +18.4% | -9.7% | +28.1% | +16.7% |
| All | +18.4% | -7.3% | +25.7% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling