+11.0%
S vs TRU
-17.6%
+28.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +0.1% | -9.4% | +9.4% | +4.2% |
| 30D | -11.8% | -4.1% | -7.7% | -10.5% |
| 3M | +33.9% | +13.6% | +20.4% | +25.4% |
| 6M | +40.1% | +3.6% | +36.5% | +35.6% |
| YTD | +32.1% | -9.8% | +41.9% | +31.5% |
| 1Y | +11.0% | -13.6% | +24.7% | +9.4% |
| All | +11.0% | -17.6% | +28.6% | +9.4% |
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 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