+122.8%
M vs TRU
-1.4%
+124.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.2% | -1.8% |
| 7D | +2.4% | -7.2% | +9.6% | +4.5% |
| 30D | -11.6% | -2.8% | -8.8% | -11.1% |
| 3M | +1.6% | +13.0% | -11.4% | -3.0% |
| 6M | +25.2% | +0.7% | +24.5% | +23.4% |
| YTD | +3.8% | -9.0% | +12.7% | +4.9% |
| 1Y | +36.3% | -16.3% | +52.7% | +41.4% |
| All | +122.8% | -1.4% | +124.1% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling