+7.7%
AS vs TRU
+3.5%
+4.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +2.5% |
| 7D | +5.8% | +4.9% | +0.9% | +4.4% |
| 30D | +15.4% | +26.9% | -11.6% | +7.6% |
| 3M | -11.9% | +4.0% | -15.9% | -13.6% |
| 6M | -9.9% | +15.8% | -25.7% | -14.5% |
| YTD | -13.1% | -2.6% | -10.5% | -18.2% |
| All | +7.7% | +3.5% | +4.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling