+254.8%
LOW vs TRU
+228.6%
+26.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.7% |
| 7D | +0.4% | -7.2% | +7.6% | +3.2% |
| 30D | -10.1% | -2.8% | -7.3% | -9.3% |
| 3M | -2.9% | +13.0% | -15.9% | -7.9% |
| 6M | -19.4% | +0.7% | -20.1% | -20.5% |
| YTD | -15.4% | -9.0% | -6.4% | -14.2% |
| 1Y | -24.9% | -16.3% | -8.6% | -21.8% |
| 3Y | -7.8% | -1.1% | -6.8% | -15.6% |
| 5Y | +8.4% | -36.0% | +44.4% | +18.0% |
| 10Y | +226.8% | +139.9% | +86.9% | +116.4% |
| All | +254.8% | +228.6% | +26.2% | +120.0% |
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