+114.6%
ALL vs TRU
+59.7%
+55.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | +12.7% | +24.3% | -11.5% | +9.6% |
| 3M | +0.4% | +2.3% | -1.9% | -0.2% |
| 6M | +23.8% | +17.7% | +6.1% | +21.0% |
| YTD | +27.8% | -3.8% | +31.6% | +27.1% |
| 1Y | +28.9% | -0.3% | +29.2% | +27.6% |
| All | +114.6% | +59.7% | +55.0% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling