-0.4%
PL vs TRU
+2.1%
-2.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.6% | -10.9% | -5.9% |
| 7D | -11.7% | +10.5% | -22.2% | -10.8% |
| 30D | -27.1% | +28.7% | -55.8% | -26.0% |
| 3M | -44.6% | +0.7% | -45.2% | -44.4% |
| 6M | -67.2% | +19.3% | -86.5% | -67.1% |
| YTD | -35.9% | -3.7% | -32.1% | -34.2% |
| 1Y | -0.4% | +3.4% | -3.8% | 0.0% |
| All | -0.4% | +2.1% | -2.5% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling