+110.1%
DD vs TRU
+243.6%
-133.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +7.2% | +0.2% | +6.9% | +6.0% |
| 6M | +1.0% | +22.4% | -21.3% | -8.2% |
| YTD | +29.1% | -4.8% | +33.9% | +26.8% |
| 1Y | +28.5% | -0.2% | +28.7% | +23.7% |
| 3Y | +89.4% | +57.9% | +31.5% | +45.0% |
| 5Y | +67.1% | -26.1% | +93.3% | +69.9% |
| 10Y | +97.5% | +184.8% | -87.3% | +25.4% |
| All | +110.1% | +243.6% | -133.5% | +27.1% |
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