+203.6%
ADBE vs TRU
+226.0%
-22.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | -8.9% | -6.5% | -2.4% | -5.9% |
| 30D | -6.6% | -2.5% | -4.1% | -5.4% |
| 3M | +7.1% | +10.4% | -3.2% | +2.7% |
| 6M | -9.8% | +1.6% | -11.4% | -10.8% |
| YTD | -27.2% | -9.7% | -17.5% | -24.6% |
| 1Y | -28.0% | -17.3% | -10.8% | -23.1% |
| 3Y | -54.5% | -1.8% | -52.7% | -58.3% |
| 5Y | -61.5% | -36.2% | -25.3% | -56.6% |
| 10Y | +156.4% | +143.2% | +13.2% | +57.5% |
| All | +203.6% | +226.0% | -22.4% | +70.3% |
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