+112.3%
IT vs TRU
+238.0%
-125.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.9% | +1.3% | -1.8% |
| 7D | -6.0% | -6.8% | +0.7% | -2.8% |
| 30D | 0.0% | 0.0% | 0.0% | +0.1% |
| 3M | +13.1% | +13.3% | -0.2% | +7.2% |
| 6M | +11.7% | +3.4% | +8.3% | +10.3% |
| YTD | -26.1% | -6.4% | -19.7% | -23.3% |
| 1Y | -21.3% | -9.7% | -11.6% | -17.7% |
| 3Y | -46.7% | +0.1% | -46.9% | -49.5% |
| 5Y | -40.5% | -34.0% | -6.5% | -32.5% |
| 10Y | +103.9% | +147.9% | -44.0% | +44.5% |
| All | +112.3% | +238.0% | -125.6% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling