+18.0%
Q vs TRU
+2.1%
+15.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | +0.4% |
| 7D | -3.3% | +10.5% | -13.8% | -2.2% |
| 30D | -9.7% | +28.7% | -38.4% | -8.3% |
| 3M | -16.1% | +0.7% | -16.8% | -15.6% |
| 6M | -15.7% | +19.3% | -35.0% | -16.0% |
| YTD | +45.7% | -3.7% | +49.5% | +47.7% |
| 1Y | +18.0% | +3.4% | +14.6% | +12.2% |
| All | +18.0% | +2.1% | +15.9% | +12.2% |
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 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