+79.4%
DD vs TRU
+228.6%
-149.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.8% |
| 7D | -0.6% | -7.2% | +6.6% | +2.0% |
| 30D | -7.4% | -2.8% | -4.6% | -6.7% |
| 3M | -6.4% | +13.0% | -19.5% | -11.6% |
| 6M | -2.5% | +0.7% | -3.2% | -4.5% |
| YTD | +10.2% | -9.0% | +19.2% | +10.9% |
| 1Y | +36.9% | -16.3% | +53.3% | +41.2% |
| 3Y | +47.0% | -1.1% | +48.1% | +35.1% |
| 5Y | +63.1% | -36.0% | +99.2% | +77.4% |
| 10Y | +68.2% | +139.9% | -71.7% | +13.6% |
| All | +79.4% | +228.6% | -149.1% | +11.2% |
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 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