+24.9%
M vs TRU
-17.6%
+42.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.7% |
| 7D | -8.8% | -9.4% | +0.6% | -7.5% |
| 30D | -16.4% | -4.1% | -12.3% | -16.1% |
| 3M | -10.8% | +13.6% | -24.4% | -12.9% |
| 6M | +16.1% | +3.6% | +12.5% | +14.5% |
| YTD | -5.3% | -9.8% | +4.6% | -4.3% |
| 1Y | +24.9% | -13.6% | +38.5% | +24.6% |
| All | +24.9% | -17.6% | +42.5% | +24.6% |
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 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