+98.1%
AR vs TRU
-26.3%
+124.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | -5.8% | +4.6% | -10.3% | -6.8% |
| 30D | +4.8% | +25.4% | -20.6% | -0.9% |
| 3M | +1.5% | +4.0% | -2.4% | 0.0% |
| 6M | +4.7% | +14.5% | -9.8% | +0.1% |
| YTD | +9.2% | -3.7% | +12.9% | +8.0% |
| 1Y | +11.2% | +2.8% | +8.4% | +7.8% |
| 3Y | +46.2% | +58.5% | -12.3% | +22.7% |
| 5Y | +98.1% | -25.0% | +123.1% | +113.1% |
| All | +98.1% | -26.3% | +124.4% | +113.1% |
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