+480.9%
EAT vs TRU
+57.8%
+423.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | -7.1% | -2.2% | -4.9% | -6.5% |
| 30D | -2.3% | +20.2% | -22.5% | -7.8% |
| 3M | -19.6% | +2.2% | -21.9% | -20.7% |
| 6M | +46.0% | +17.6% | +28.4% | +36.5% |
| YTD | +37.7% | -5.0% | +42.6% | +36.5% |
| 1Y | +73.8% | -1.0% | +74.7% | +69.3% |
| All | +480.9% | +57.8% | +423.1% | +311.8% |
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