+38.3%
DD vs TRU
-7.3%
+45.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +0.6% |
| 7D | -3.5% | -6.8% | +3.2% | -3.3% |
| 30D | -10.3% | 0.0% | -10.4% | -10.4% |
| 3M | -7.5% | +13.3% | -20.8% | -8.0% |
| 6M | -8.0% | +3.4% | -11.4% | -8.4% |
| YTD | +10.5% | -6.4% | +16.9% | +10.0% |
| 1Y | +38.3% | -9.7% | +48.0% | +37.0% |
| All | +38.3% | -7.3% | +45.6% | +37.0% |
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