+143.7%
AR vs TRU
-36.4%
+180.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.2% | -6.5% | +5.3% | +0.3% |
| 30D | +5.5% | -2.5% | +8.0% | +6.0% |
| 3M | +12.9% | +10.4% | +2.5% | +9.5% |
| 6M | +0.1% | +1.6% | -1.6% | -1.7% |
| YTD | +13.5% | -9.7% | +23.2% | +14.5% |
| 1Y | +21.6% | -17.3% | +38.8% | +25.2% |
| 3Y | +46.0% | -1.8% | +47.8% | +40.8% |
| 5Y | +143.7% | -36.2% | +180.0% | +185.4% |
| All | +143.7% | -36.4% | +180.2% | +185.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling