+14.3%
A vs TRU
-26.5%
+40.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | +16.7% | +0.2% | +16.5% | +15.5% |
| 6M | +54.8% | +22.4% | +32.4% | +41.3% |
| YTD | +28.8% | -4.8% | +33.6% | +27.3% |
| 1Y | +19.3% | -0.2% | +19.5% | +15.6% |
| 3Y | +65.5% | +57.9% | +7.6% | +28.1% |
| All | +14.3% | -26.5% | +40.7% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling