+58.9%
D vs TRU
+238.0%
-179.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.6% |
| 7D | +1.5% | -6.8% | +8.2% | +2.7% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | 0.0% | +13.3% | -13.3% | -2.5% |
| 6M | +7.4% | +3.4% | +3.9% | +6.0% |
| YTD | +15.9% | -6.4% | +22.3% | +15.9% |
| 1Y | +18.1% | -9.7% | +27.8% | +18.4% |
| 3Y | +58.4% | +0.1% | +58.2% | +50.0% |
| 5Y | +5.2% | -34.0% | +39.2% | +7.6% |
| 10Y | +35.9% | +147.9% | -112.0% | +9.8% |
| All | +58.9% | +238.0% | -179.1% | +25.4% |
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