-49.3%
COMP vs TRU
-7.6%
-41.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.1% | +12.8% | +12.4% |
| 7D | +13.4% | +5.7% | +7.7% | +8.5% |
| 30D | +11.1% | +29.2% | -18.1% | -9.8% |
| 3M | -18.8% | +2.7% | -21.5% | -21.5% |
| 6M | +10.5% | +15.2% | -4.7% | -3.7% |
| YTD | -3.4% | -4.9% | +1.5% | -2.2% |
| 1Y | +19.7% | +3.4% | +16.3% | +12.8% |
| 3Y | +381.6% | +63.2% | +318.4% | +170.6% |
| 5Y | -17.6% | -26.6% | +9.0% | -18.7% |
| All | -49.3% | -7.6% | -41.8% | -46.3% |
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