+21.3%
EXC vs TRU
-1.9%
+23.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.8% |
| 7D | +1.2% | -7.2% | +8.4% | +1.4% |
| 30D | -2.7% | -2.8% | +0.1% | -2.6% |
| 3M | -1.0% | +13.0% | -14.0% | -1.2% |
| 6M | -9.3% | +0.7% | -9.9% | -9.4% |
| YTD | +3.6% | -9.0% | +12.6% | +3.7% |
| 1Y | +5.9% | -16.3% | +22.2% | +6.2% |
| 3Y | +21.3% | -1.1% | +22.4% | +22.4% |
| All | +21.3% | -1.9% | +23.2% | +22.4% |
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