-62.2%
ADBE vs TRU
-36.7%
-25.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.2% | -2.3% |
| 7D | -12.9% | -9.4% | -3.5% | -9.0% |
| 30D | -5.6% | -4.1% | -1.5% | -3.7% |
| 3M | +6.6% | +13.6% | -7.0% | +1.4% |
| 6M | -9.6% | +3.6% | -13.1% | -11.1% |
| YTD | -28.9% | -9.8% | -19.1% | -26.5% |
| 1Y | -28.9% | -13.6% | -15.3% | -25.7% |
| 3Y | -55.6% | -2.0% | -53.6% | -58.0% |
| 5Y | -62.2% | -35.8% | -26.4% | -52.8% |
| All | -62.2% | -36.7% | -25.6% | -52.8% |
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