-1.1%
M vs TRU
-25.5%
+24.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +7.1% |
| 7D | +2.5% | +4.9% | -2.3% | +0.6% |
| 30D | +10.1% | +26.9% | -16.9% | -0.8% |
| 3M | -0.9% | +4.0% | -4.9% | -3.4% |
| 6M | +30.2% | +15.8% | +14.4% | +19.8% |
| YTD | +16.3% | -2.6% | +18.9% | +13.6% |
| 1Y | +27.0% | +3.9% | +23.1% | +20.2% |
| 3Y | +154.5% | +59.2% | +95.3% | +81.0% |
| 5Y | -1.1% | -25.7% | +24.6% | +30.0% |
| All | -1.1% | -25.5% | +24.5% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling