+45.8%
AR vs TRU
-1.9%
+47.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -1.8% | -7.2% | +5.4% | -0.6% |
| 30D | +12.6% | -2.8% | +15.4% | +13.0% |
| 3M | +10.0% | +13.0% | -3.0% | +7.1% |
| 6M | +0.6% | +0.7% | 0.0% | -0.2% |
| YTD | +13.4% | -9.0% | +22.4% | +14.5% |
| 1Y | +21.7% | -16.3% | +38.0% | +24.9% |
| 3Y | +45.8% | -1.1% | +46.9% | +62.2% |
| All | +45.8% | -1.9% | +47.7% | +62.2% |
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