+6.9%
AR vs TRU
+247.6%
-240.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.0% |
| 7D | -5.8% | +4.6% | -10.3% | -7.1% |
| 30D | +4.8% | +25.4% | -20.6% | -2.6% |
| 3M | +1.5% | +4.0% | -2.4% | -0.6% |
| 6M | +4.7% | +14.5% | -9.8% | -1.4% |
| YTD | +9.2% | -3.7% | +12.9% | +6.9% |
| 1Y | +11.2% | +2.8% | +8.4% | +6.3% |
| 3Y | +46.2% | +58.5% | -12.3% | +16.0% |
| 5Y | +98.1% | -25.0% | +123.1% | +97.9% |
| 10Y | +54.5% | +186.0% | -131.5% | -12.3% |
| All | +6.9% | +247.6% | -240.7% | -45.1% |
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 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