+15.9%
D vs TRU
+0.8%
+15.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +7.7% | +21.3% | -13.6% | +6.9% |
| 3M | -0.3% | +0.2% | -0.5% | -0.6% |
| 6M | +10.1% | +22.4% | -12.3% | +9.8% |
| YTD | +19.1% | -4.8% | +23.9% | +16.7% |
| 1Y | +15.9% | -0.2% | +16.1% | +13.9% |
| All | +15.9% | +0.8% | +15.1% | +13.9% |
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