+270.6%
C vs TRU
+0.4%
+270.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.4% |
| 7D | +3.6% | -6.8% | +10.4% | +5.7% |
| 30D | +0.1% | 0.0% | 0.0% | -0.2% |
| 3M | +2.4% | +13.3% | -10.9% | -2.5% |
| 6M | +24.9% | +3.4% | +21.5% | +22.0% |
| YTD | +19.8% | -6.4% | +26.2% | +20.2% |
| 1Y | +44.9% | -9.7% | +54.6% | +46.3% |
| All | +270.6% | +0.4% | +270.2% | +280.1% |
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