+299.3%
RF vs TRU
+243.5%
+55.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -0.9% | +5.7% | -6.6% | -3.4% |
| 30D | +6.0% | +29.2% | -23.2% | -6.3% |
| 3M | -8.9% | +2.7% | -11.6% | -11.1% |
| 6M | +2.3% | +15.2% | -12.9% | -6.4% |
| YTD | +7.6% | -4.9% | +12.4% | +5.6% |
| 1Y | +21.2% | +3.4% | +17.7% | +14.1% |
| 3Y | +108.5% | +63.2% | +45.3% | +47.1% |
| 5Y | +43.2% | -26.6% | +69.8% | +47.7% |
| 10Y | +288.1% | +172.8% | +115.3% | +115.8% |
| All | +299.3% | +243.5% | +55.8% | +111.4% |
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