+29.7%
Q vs TRU
-9.8%
+39.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.1% | +2.2% |
| 7D | +6.7% | -7.2% | +13.9% | +6.5% |
| 30D | -10.6% | -2.8% | -7.8% | -10.7% |
| 3M | -14.6% | +13.0% | -27.6% | -15.2% |
| 6M | +12.1% | +0.7% | +11.4% | +12.5% |
| YTD | +51.3% | -9.0% | +60.3% | +52.3% |
| All | +29.7% | -9.8% | +39.5% | +29.5% |
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