+20.1%
COMP vs TRU
+2.1%
+18.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.6% | +3.2% | +4.5% |
| 7D | +9.5% | +10.5% | -1.0% | +2.1% |
| 30D | +8.1% | +28.7% | -20.6% | -10.0% |
| 3M | -16.3% | +0.7% | -17.0% | -17.5% |
| 6M | +42.2% | +19.3% | +22.9% | +21.9% |
| YTD | -5.0% | -3.7% | -1.3% | -8.1% |
| 1Y | +20.1% | +3.4% | +16.7% | +12.7% |
| All | +20.1% | +2.1% | +18.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling