+17.2%
COMP vs TRU
+1.4%
+15.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +5.5% |
| 7D | +1.4% | -6.8% | +8.1% | +7.2% |
| 30D | -13.3% | 0.0% | -13.4% | -14.0% |
| 3M | +41.1% | +13.3% | +27.8% | +21.2% |
| 6M | +17.2% | +3.4% | +13.7% | +12.1% |
| All | +17.2% | +1.4% | +15.8% | +12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling