+313.0%
A vs TRU
+238.0%
+75.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +2.8% |
| 7D | -1.9% | -6.8% | +4.8% | +0.5% |
| 30D | +6.9% | 0.0% | +6.9% | +6.7% |
| 3M | +9.2% | +13.3% | -4.1% | +3.2% |
| 6M | +25.7% | +3.4% | +22.2% | +22.3% |
| YTD | +11.5% | -6.4% | +17.9% | +11.6% |
| 1Y | +18.4% | -9.7% | +28.1% | +19.2% |
| 3Y | +26.6% | +0.1% | +26.5% | +16.8% |
| 5Y | -12.8% | -34.0% | +21.2% | -6.7% |
| 10Y | +247.2% | +147.9% | +99.3% | +118.8% |
| All | +313.0% | +238.0% | +75.0% | +139.3% |
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