-41.9%
IT vs TRU
-35.6%
-6.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.8% |
| 7D | -3.7% | -2.7% | -0.9% | -2.3% |
| 30D | +0.1% | -2.0% | +2.1% | +1.3% |
| 3M | +20.7% | +18.4% | +2.2% | +12.7% |
| 6M | +12.0% | +8.9% | +3.1% | +8.4% |
| YTD | -28.8% | -8.9% | -19.9% | -25.5% |
| 1Y | -25.5% | -15.9% | -9.6% | -20.1% |
| 3Y | -48.8% | -1.1% | -47.7% | -50.0% |
| All | -41.9% | -35.6% | -6.4% | -22.6% |
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