+64.7%
D vs TRU
+251.7%
-187.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | +0.8% | +4.9% | -4.1% | -0.1% |
| 30D | +10.7% | +26.9% | -16.2% | +6.0% |
| 3M | +2.3% | +4.0% | -1.7% | +1.2% |
| 6M | +12.5% | +15.8% | -3.3% | +8.8% |
| YTD | +20.1% | -2.6% | +22.7% | +19.0% |
| 1Y | +15.6% | +3.9% | +11.7% | +12.9% |
| 3Y | +75.2% | +59.2% | +16.0% | +51.1% |
| 5Y | +14.6% | -25.7% | +40.2% | +13.9% |
| 10Y | +43.8% | +179.3% | -135.5% | +14.0% |
| All | +64.7% | +251.7% | -187.0% | +28.7% |
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