+504.9%
P vs TRU
+253.8%
+251.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +5.3% |
| 7D | -9.6% | +4.9% | -14.5% | -11.7% |
| 30D | -33.4% | +26.9% | -60.4% | -41.4% |
| 3M | +14.2% | +4.0% | +10.2% | +9.0% |
| 6M | +31.6% | +15.8% | +15.8% | +16.2% |
| YTD | +53.5% | -2.6% | +56.1% | +45.1% |
| 1Y | +14.2% | +3.9% | +10.3% | +3.8% |
| 3Y | +190.5% | +59.2% | +131.3% | +101.5% |
| 5Y | +256.3% | -25.7% | +282.0% | +264.1% |
| 10Y | +707.9% | +179.3% | +528.6% | +383.9% |
| All | +504.9% | +253.8% | +251.1% | +260.3% |
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 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