+190.0%
C vs TRU
+243.5%
-53.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | -2.4% | +5.7% | -8.1% | -4.8% |
| 30D | -6.0% | +29.2% | -35.2% | -16.7% |
| 3M | -10.5% | +2.7% | -13.2% | -12.9% |
| 6M | -5.7% | +15.2% | -20.9% | -14.1% |
| YTD | +4.1% | -4.9% | +9.0% | +2.2% |
| 1Y | +20.5% | +3.4% | +17.1% | +13.5% |
| 3Y | +208.1% | +63.2% | +144.9% | +120.2% |
| 5Y | +110.4% | -26.6% | +137.0% | +115.3% |
| 10Y | +234.6% | +172.8% | +61.8% | +78.4% |
| All | +190.0% | +243.5% | -53.5% | +43.7% |
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