+377.0%
A vs TRU
+243.6%
+133.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.6% |
| 3M | +16.7% | +0.2% | +16.5% | +15.2% |
| 6M | +54.8% | +22.4% | +32.4% | +40.3% |
| YTD | +28.8% | -4.8% | +33.6% | +26.8% |
| 1Y | +19.3% | -0.2% | +19.5% | +15.1% |
| 3Y | +65.5% | +57.9% | +7.6% | +27.3% |
| 5Y | +12.1% | -26.1% | +38.2% | +13.6% |
| 10Y | +305.4% | +184.8% | +120.6% | +139.7% |
| All | +377.0% | +243.6% | +133.4% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling