-44.8%
COMP vs TRU
-9.0%
-35.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +5.3% |
| 7D | +1.4% | -6.8% | +8.1% | +6.9% |
| 30D | -13.3% | 0.0% | -13.4% | -13.7% |
| 3M | +41.1% | +13.3% | +27.8% | +25.6% |
| 6M | +17.2% | +3.4% | +13.7% | +13.1% |
| YTD | +5.2% | -6.4% | +11.6% | +8.9% |
| 1Y | +18.9% | -9.7% | +28.6% | +25.1% |
| 3Y | +215.9% | +0.1% | +215.8% | +181.9% |
| 5Y | -31.2% | -34.0% | +2.8% | -31.0% |
| All | -44.8% | -9.0% | -35.8% | -40.2% |
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