+178.7%
B vs TRU
+57.9%
+120.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -5.9% |
| 7D | +7.1% | +4.6% | +2.6% | +6.5% |
| 30D | -3.3% | +25.4% | -28.8% | -6.5% |
| 3M | -2.5% | +4.0% | -6.5% | -3.4% |
| 6M | -7.2% | +14.5% | -21.7% | -9.5% |
| YTD | -7.4% | -3.7% | -3.6% | -8.1% |
| 1Y | +16.4% | +2.8% | +13.7% | +14.3% |
| 3Y | +178.7% | +58.5% | +120.2% | +132.0% |
| All | +178.7% | +57.9% | +120.9% | +132.0% |
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