-6.1%
F vs TRU
+0.8%
-6.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | 0.0% | +21.3% | -21.3% | -3.0% |
| 3M | -13.2% | +0.2% | -13.5% | -13.9% |
| 6M | -10.2% | +22.4% | -32.6% | -13.0% |
| YTD | -4.9% | -4.8% | -0.1% | -5.3% |
| 1Y | -6.1% | -0.2% | -5.9% | -8.8% |
| All | -6.1% | +0.8% | -6.9% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling