-29.9%
COMP vs TRU
-33.8%
+3.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +5.4% |
| 7D | +1.4% | -6.8% | +8.1% | +7.0% |
| 30D | -13.3% | 0.0% | -13.4% | -13.7% |
| 3M | +41.1% | +13.3% | +27.8% | +25.1% |
| 6M | +17.2% | +3.4% | +13.7% | +12.9% |
| YTD | +5.2% | -6.4% | +11.6% | +9.0% |
| 1Y | +18.9% | -9.7% | +28.6% | +25.2% |
| 3Y | +215.9% | +0.1% | +215.8% | +180.1% |
| All | -29.9% | -33.8% | +3.9% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling