+12.0%
AR vs TRU
+238.0%
-226.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +1.1% |
| 7D | +2.5% | -6.8% | +9.3% | +4.6% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +6.2% | +13.3% | -7.1% | +1.4% |
| 6M | +4.3% | +3.4% | +0.9% | +1.3% |
| YTD | +14.4% | -6.4% | +20.7% | +13.8% |
| 1Y | +21.3% | -9.7% | +31.0% | +21.5% |
| 3Y | +39.8% | +0.1% | +39.7% | +29.5% |
| 5Y | +142.1% | -34.0% | +176.1% | +155.5% |
| 10Y | +52.0% | +147.9% | -95.8% | -8.1% |
| All | +12.0% | +238.0% | -226.0% | -41.6% |
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