+153.7%
ALL vs TRU
-1.9%
+155.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.1% |
| 7D | -1.7% | -7.2% | +5.5% | -1.1% |
| 30D | -4.7% | -2.8% | -1.9% | -4.5% |
| 3M | +18.4% | +13.0% | +5.4% | +17.0% |
| 6M | +20.5% | +0.7% | +19.8% | +20.0% |
| YTD | +23.5% | -9.0% | +32.5% | +23.8% |
| 1Y | +29.0% | -16.3% | +45.3% | +29.9% |
| 3Y | +153.7% | -1.1% | +154.8% | +172.4% |
| All | +153.7% | -1.9% | +155.6% | +172.4% |
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