+58.5%
DD vs TRU
-36.7%
+95.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.9% | -9.4% | +6.5% | -0.1% |
| 30D | -11.5% | -4.1% | -7.4% | -10.6% |
| 3M | -5.4% | +13.6% | -19.0% | -9.8% |
| 6M | -6.9% | +3.6% | -10.5% | -9.2% |
| YTD | +6.9% | -9.8% | +16.7% | +8.0% |
| 1Y | +35.6% | -13.6% | +49.3% | +38.3% |
| 3Y | +42.5% | -2.0% | +44.5% | +36.3% |
| 5Y | +58.5% | -35.8% | +94.3% | +79.2% |
| All | +58.5% | -36.7% | +95.1% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling