+71.3%
DD vs TRU
-26.5%
+97.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.0% | 0.0% | +4.9% | +5.0% |
| 30D | +19.7% | +21.3% | -1.6% | +12.7% |
| 3M | +7.2% | +0.2% | +6.9% | +6.3% |
| 6M | +1.0% | +22.4% | -21.3% | -6.5% |
| YTD | +29.1% | -4.8% | +33.9% | +27.7% |
| 1Y | +28.5% | -0.2% | +28.7% | +24.9% |
| 3Y | +89.4% | +57.9% | +31.5% | +53.0% |
| All | +71.3% | -26.5% | +97.7% | +85.6% |
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