-3.4%
ES vs TRU
-33.8%
+30.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.3% |
| 7D | +0.3% | -6.8% | +7.1% | +1.3% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +1.7% | +13.3% | -11.6% | -0.4% |
| 6M | -3.5% | +3.4% | -7.0% | -4.5% |
| YTD | +7.9% | -6.4% | +14.3% | +8.0% |
| 1Y | +17.2% | -9.7% | +26.9% | +17.5% |
| 3Y | +29.3% | +0.1% | +29.2% | +24.3% |
| All | -3.4% | -33.8% | +30.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling