+636.7%
DELL vs TRU
-2.2%
+638.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -1.9% | -9.4% | +7.5% | +0.7% |
| 30D | +14.9% | -4.1% | +19.0% | +15.8% |
| 3M | +37.2% | +13.6% | +23.6% | +28.9% |
| 6M | +254.0% | +3.6% | +250.4% | +241.5% |
| YTD | +306.1% | -9.8% | +316.0% | +309.3% |
| 1Y | +312.3% | -13.6% | +325.9% | +319.6% |
| All | +636.7% | -2.2% | +638.9% | +655.0% |
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