+46.8%
IR vs TRU
-25.2%
+72.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +4.2% | -2.2% | +6.4% | +5.0% |
| 30D | +8.1% | +20.2% | -12.1% | +0.6% |
| 3M | +0.7% | +2.2% | -1.6% | -1.2% |
| 6M | +16.6% | +17.6% | -1.0% | +8.0% |
| YTD | +7.8% | -5.0% | +12.7% | +6.6% |
| 1Y | +9.9% | -1.0% | +10.8% | +7.0% |
| 3Y | +25.2% | +56.5% | -31.3% | -0.2% |
| 5Y | +46.8% | -26.2% | +73.0% | +68.6% |
| All | +46.8% | -25.2% | +72.0% | +68.6% |
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