+7.3%
PL vs TRU
+3.5%
+3.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.4% | +12.1% | +14.8% |
| 7D | +10.9% | +4.9% | +6.0% | +11.5% |
| 30D | -16.4% | +26.9% | -43.3% | -14.9% |
| 3M | -39.9% | +4.0% | -44.0% | -39.6% |
| 6M | -63.2% | +15.8% | -79.0% | -62.8% |
| YTD | -27.1% | -2.6% | -24.5% | -25.3% |
| All | +7.3% | +3.5% | +3.8% | +8.4% |
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