+605.0%
EAT vs TRU
-2.1%
+607.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.0% |
| 7D | -6.8% | -6.5% | -0.3% | -5.3% |
| 30D | -5.4% | -2.5% | -2.9% | -5.0% |
| 3M | +42.8% | +10.4% | +32.4% | +37.7% |
| 6M | +56.5% | +1.6% | +54.9% | +53.9% |
| YTD | +50.0% | -9.7% | +59.7% | +51.4% |
| 1Y | +38.3% | -17.3% | +55.5% | +43.0% |
| All | +605.0% | -2.1% | +607.1% | +708.0% |
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