+38.8%
M vs TRU
-7.3%
+46.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +3.4% |
| 7D | +4.7% | -6.8% | +11.5% | +5.7% |
| 30D | -9.6% | 0.0% | -9.7% | -9.8% |
| 3M | +0.9% | +13.3% | -12.4% | -1.4% |
| 6M | +22.3% | +3.4% | +18.8% | +20.6% |
| YTD | +6.5% | -6.4% | +12.9% | +6.8% |
| 1Y | +38.8% | -9.7% | +48.5% | +38.3% |
| All | +38.8% | -7.3% | +46.1% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling