+83.0%
PL vs TRU
-20.1%
+103.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.7% | +1.7% |
| 7D | -9.3% | -6.8% | -2.6% | -6.4% |
| 30D | -18.9% | 0.0% | -19.0% | -19.4% |
| 3M | -58.4% | +13.3% | -71.7% | -62.1% |
| 6M | -30.3% | +3.4% | -33.7% | -34.1% |
| YTD | -8.1% | -6.4% | -1.7% | -9.7% |
| 1Y | +180.5% | -9.7% | +190.2% | +180.6% |
| 3Y | +444.1% | +0.1% | +444.0% | +406.7% |
| 5Y | +83.0% | -34.0% | +117.1% | +103.1% |
| All | +83.0% | -20.1% | +103.2% | +101.2% |
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