+17.2%
O vs TRU
-36.7%
+53.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.5% | -9.4% | +5.9% | -2.1% |
| 30D | -3.3% | -4.1% | +0.8% | -2.8% |
| 3M | -2.8% | +13.6% | -16.4% | -4.8% |
| 6M | -5.8% | +3.6% | -9.3% | -6.7% |
| YTD | +9.4% | -9.8% | +19.2% | +10.2% |
| 1Y | +5.7% | -13.6% | +19.3% | +6.9% |
| 3Y | +27.2% | -2.0% | +29.2% | +21.9% |
| 5Y | +17.2% | -35.8% | +53.0% | +22.3% |
| All | +17.2% | -36.7% | +53.9% | +22.3% |
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