+414.9%
ALL vs TRU
+247.4%
+167.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +0.4% | +2.3% | -1.9% | -0.6% |
| 6M | +23.8% | +17.7% | +6.1% | +17.9% |
| YTD | +27.8% | -3.8% | +31.6% | +26.7% |
| 1Y | +28.9% | -0.3% | +29.2% | +26.5% |
| 3Y | +113.9% | +58.4% | +55.4% | +75.3% |
| 5Y | +157.4% | -24.0% | +181.4% | +157.3% |
| 10Y | +369.0% | +187.9% | +181.0% | +241.7% |
| All | +414.9% | +247.4% | +167.6% | +272.9% |
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