+43.2%
DD vs TRU
-2.1%
+45.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -3.8% | -6.5% | +2.7% | -2.4% |
| 30D | -9.2% | -2.5% | -6.7% | -8.9% |
| 3M | -9.0% | +10.4% | -19.4% | -11.7% |
| 6M | -5.0% | +1.6% | -6.6% | -6.3% |
| YTD | +7.4% | -9.7% | +17.1% | +8.5% |
| 1Y | +35.1% | -17.3% | +52.4% | +39.7% |
| All | +43.2% | -2.1% | +45.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling