+137.8%
AS vs TRU
+19.6%
+118.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | +4.5% | +4.6% | -0.1% | +2.7% |
| 30D | +13.2% | +25.4% | -12.2% | +2.9% |
| 3M | -11.9% | +4.0% | -15.9% | -14.1% |
| 6M | -11.6% | +14.5% | -26.0% | -17.8% |
| YTD | -14.7% | -3.7% | -11.0% | -15.7% |
| 1Y | +5.7% | +2.8% | +2.9% | +1.0% |
| All | +137.8% | +19.6% | +118.2% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling