+7.1%
RF vs TRU
+15.7%
-8.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | +0.4% | -2.2% | +2.5% | +0.8% |
| 30D | +5.6% | +20.2% | -14.6% | +1.8% |
| 3M | -8.9% | +2.2% | -11.1% | -9.8% |
| 6M | +7.1% | +17.6% | -10.5% | +3.0% |
| All | +7.1% | +15.7% | -8.6% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling