+118.9%
IT vs TRU
+243.6%
-124.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -1.8% | +21.3% | -23.2% | -10.4% |
| 3M | +4.8% | +0.2% | +4.6% | +4.7% |
| 6M | +33.0% | +22.4% | +10.6% | +21.7% |
| YTD | -23.8% | -4.8% | -19.0% | -21.7% |
| 1Y | -16.5% | -0.2% | -16.3% | -16.0% |
| 3Y | -53.6% | +57.9% | -111.6% | -63.6% |
| 5Y | -42.1% | -26.1% | -16.0% | -37.8% |
| 10Y | +90.1% | +184.8% | -94.7% | +29.2% |
| All | +118.9% | +243.6% | -124.7% | +44.4% |
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 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