+404.1%
B vs TRU
+238.0%
+166.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.4% |
| 7D | -1.6% | -6.8% | +5.2% | -0.7% |
| 30D | +9.4% | 0.0% | +9.4% | +9.4% |
| 3M | +5.0% | +13.3% | -8.3% | +3.0% |
| 6M | -3.5% | +3.4% | -7.0% | -4.4% |
| YTD | +4.5% | -6.4% | +10.8% | +4.5% |
| 1Y | +67.8% | -9.7% | +77.5% | +68.1% |
| 3Y | +196.7% | +0.1% | +196.5% | +186.1% |
| 5Y | +151.9% | -34.0% | +186.0% | +148.1% |
| 10Y | +202.2% | +147.9% | +54.3% | +155.8% |
| All | +404.1% | +238.0% | +166.1% | +301.5% |
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