+24.5%
Q vs TRU
-5.7%
+30.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.7% | -3.5% |
| 7D | +1.2% | 0.0% | +1.1% | +1.2% |
| 30D | -2.7% | +21.3% | -24.0% | -1.5% |
| 3M | -16.9% | +0.2% | -17.2% | -16.5% |
| 6M | -26.9% | +22.4% | -49.2% | -27.6% |
| YTD | +45.2% | -4.8% | +50.1% | +47.1% |
| 1Y | +38.1% | -0.2% | +38.3% | +36.5% |
| All | +24.5% | -5.7% | +30.2% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling