+141.5%
O vs TRU
+238.0%
-96.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.8% |
| 7D | -0.7% | -6.8% | +6.0% | +1.0% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +3.8% | +13.3% | -9.5% | 0.0% |
| 6M | -4.7% | +3.4% | -8.2% | -6.6% |
| YTD | +12.5% | -6.4% | +18.9% | +12.5% |
| 1Y | +10.8% | -9.7% | +20.5% | +11.3% |
| 3Y | +28.8% | +0.1% | +28.6% | +18.2% |
| 5Y | +13.2% | -34.0% | +47.2% | +18.5% |
| 10Y | +53.5% | +147.9% | -94.4% | +20.2% |
| All | +141.5% | +238.0% | -96.5% | +89.5% |
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