+19.3%
A vs TRU
+0.8%
+18.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.4% |
| 30D | 0.0% | +21.3% | -21.3% | -3.0% |
| 3M | +16.7% | +0.2% | +16.5% | +16.8% |
| 6M | +54.8% | +22.4% | +32.4% | +47.9% |
| YTD | +28.8% | -4.8% | +33.6% | +28.5% |
| 1Y | +19.3% | -0.2% | +19.5% | +15.6% |
| All | +19.3% | +0.8% | +18.5% | +15.6% |
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 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