+340.0%
B vs TRU
+247.4%
+92.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.7% | 0.0% | -2.6% | -2.6% |
| 30D | -4.3% | +24.3% | -28.6% | -7.2% |
| 3M | -2.3% | +2.3% | -4.6% | -2.8% |
| 6M | -16.2% | +17.7% | -33.9% | -18.5% |
| YTD | -8.8% | -3.8% | -5.0% | -9.4% |
| 1Y | +11.4% | -0.3% | +11.7% | +10.1% |
| 3Y | +174.3% | +58.4% | +115.9% | +149.2% |
| 5Y | +116.2% | -24.0% | +140.2% | +108.9% |
| 10Y | +222.7% | +187.9% | +34.8% | +168.7% |
| All | +340.0% | +247.4% | +92.6% | +248.2% |
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 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