+40.2%
O vs TRU
+57.8%
-17.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -0.4% | -2.2% | +1.8% | -0.2% |
| 30D | +8.3% | +20.2% | -11.9% | +6.1% |
| 3M | -4.0% | +2.2% | -6.2% | -4.4% |
| 6M | -2.6% | +17.6% | -20.2% | -4.5% |
| YTD | +9.9% | -5.0% | +14.8% | +9.7% |
| 1Y | +9.8% | -1.0% | +10.8% | +9.1% |
| All | +40.2% | +57.8% | -17.6% | +18.2% |
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