+361.7%
EAT vs TRU
+238.0%
+123.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +3.7% |
| 7D | 0.0% | -6.8% | +6.8% | +3.5% |
| 30D | +1.9% | 0.0% | +1.8% | +1.2% |
| 3M | +68.7% | +13.3% | +55.4% | +54.4% |
| 6M | +66.9% | +3.4% | +63.5% | +59.1% |
| YTD | +60.4% | -6.4% | +66.8% | +58.5% |
| 1Y | +44.0% | -9.7% | +53.7% | +43.1% |
| 3Y | +604.7% | +0.1% | +604.5% | +502.3% |
| 5Y | +347.0% | -34.0% | +381.1% | +398.5% |
| 10Y | +390.8% | +147.9% | +242.9% | +248.3% |
| All | +361.7% | +238.0% | +123.7% | +209.7% |
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