+329.1%
RF vs TRU
+238.0%
+91.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.9% | +2.7% |
| 7D | +1.3% | -6.8% | +8.1% | +4.5% |
| 30D | -3.6% | 0.0% | -3.6% | -4.0% |
| 3M | +8.1% | +13.3% | -5.2% | +0.7% |
| 6M | +11.5% | +3.4% | +8.0% | +7.6% |
| YTD | +15.6% | -6.4% | +22.0% | +15.3% |
| 1Y | +15.7% | -9.7% | +25.4% | +16.3% |
| 3Y | +86.9% | +0.1% | +86.7% | +67.9% |
| 5Y | +89.8% | -34.0% | +123.9% | +109.6% |
| 10Y | +344.7% | +147.9% | +196.8% | +160.5% |
| All | +329.1% | +238.0% | +91.1% | +130.9% |
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