+197.9%
C vs TRU
+247.6%
-49.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -0.4% | +4.6% | -4.9% | -2.3% |
| 30D | -5.2% | +25.4% | -30.6% | -14.8% |
| 3M | -9.1% | +4.0% | -13.0% | -11.9% |
| 6M | -1.6% | +14.5% | -16.0% | -10.0% |
| YTD | +6.9% | -3.7% | +10.7% | +4.4% |
| 1Y | +23.0% | +2.8% | +20.2% | +16.2% |
| 3Y | +216.1% | +58.5% | +157.6% | +129.6% |
| 5Y | +112.2% | -25.0% | +137.3% | +114.9% |
| 10Y | +208.8% | +186.0% | +22.8% | +61.3% |
| All | +197.9% | +247.6% | -49.7% | +46.9% |
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