+124.8%
AAPL vs TRU
-36.7%
+161.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -0.5% | -9.4% | +8.9% | +2.7% |
| 30D | +7.1% | -4.1% | +11.2% | +8.4% |
| 3M | +12.1% | +13.6% | -1.5% | +7.2% |
| 6M | +25.4% | +3.6% | +21.9% | +22.7% |
| YTD | +20.5% | -9.8% | +30.3% | +22.4% |
| 1Y | +44.5% | -13.6% | +58.2% | +47.9% |
| 3Y | +85.8% | -2.0% | +87.7% | +76.0% |
| 5Y | +124.8% | -35.8% | +160.6% | +152.0% |
| All | +124.8% | -36.7% | +161.4% | +152.0% |
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