+579.1%
AU vs TRU
-1.3%
+580.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -4.3% | -2.7% | -1.5% | -3.9% |
| 30D | +7.3% | -2.0% | +9.4% | +7.7% |
| 3M | +26.3% | +18.4% | +7.9% | +23.3% |
| 6M | +1.8% | +8.9% | -7.1% | +0.3% |
| YTD | +26.8% | -8.9% | +35.7% | +27.0% |
| 1Y | +66.7% | -15.9% | +82.6% | +68.3% |
| 3Y | +579.1% | -1.1% | +580.2% | +568.2% |
| All | +579.1% | -1.3% | +580.4% | +568.2% |
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