+39.2%
S vs TRU
+2.1%
+37.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -2.9% | +0.1% |
| 7D | -8.2% | +10.5% | -18.7% | -11.4% |
| 30D | -7.6% | +28.7% | -36.3% | -16.9% |
| 3M | +12.0% | +0.7% | +11.3% | +11.6% |
| 6M | +50.6% | +19.3% | +31.2% | +37.3% |
| YTD | +56.6% | -3.7% | +60.3% | +50.3% |
| 1Y | +39.2% | +3.4% | +35.8% | +27.8% |
| All | +39.2% | +2.1% | +37.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling