-5.7%
DT vs TRU
+2.1%
-7.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -2.2% |
| 7D | -25.5% | +10.5% | -36.0% | -28.3% |
| 30D | -22.3% | +28.7% | -51.0% | -30.2% |
| 3M | +2.3% | +0.7% | +1.7% | +1.9% |
| 6M | +20.7% | +19.3% | +1.4% | +9.7% |
| YTD | +7.9% | -3.7% | +11.7% | +5.6% |
| 1Y | -5.7% | +3.4% | -9.2% | -10.5% |
| All | -5.7% | +2.1% | -7.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling