+134.2%
O vs TRU
+243.6%
-109.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +7.1% | +21.3% | -14.2% | +1.6% |
| 3M | -5.2% | +0.2% | -5.5% | -5.8% |
| 6M | -1.8% | +22.4% | -24.1% | -7.8% |
| YTD | +9.1% | -4.8% | +13.9% | +8.1% |
| 1Y | +9.7% | -0.2% | +9.9% | +7.1% |
| 3Y | +39.1% | +57.9% | -18.8% | +10.4% |
| 5Y | +8.4% | -26.1% | +34.5% | +8.4% |
| 10Y | +80.2% | +184.8% | -104.7% | +38.7% |
| All | +134.2% | +243.6% | -109.4% | +82.2% |
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 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