-46.5%
M vs TRU
+238.0%
-284.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +5.3% |
| 7D | +4.7% | -6.8% | +11.5% | +7.9% |
| 30D | -9.6% | 0.0% | -9.7% | -10.0% |
| 3M | +0.9% | +13.3% | -12.4% | -6.2% |
| 6M | +22.3% | +3.4% | +18.8% | +17.8% |
| YTD | +6.5% | -6.4% | +12.9% | +5.9% |
| 1Y | +38.8% | -9.7% | +48.5% | +39.2% |
| 3Y | +115.9% | +0.1% | +115.8% | +92.6% |
| 5Y | +28.6% | -34.0% | +62.7% | +42.5% |
| 10Y | -2.5% | +147.9% | -150.4% | -32.8% |
| All | -46.5% | +238.0% | -284.5% | -65.4% |
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