+30.0%
S vs TRU
-1.2%
+31.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.9% |
| 7D | +4.1% | -2.2% | +6.2% | +4.9% |
| 30D | -7.2% | +20.2% | -27.3% | -14.1% |
| 3M | 0.0% | +2.2% | -2.3% | -1.2% |
| 6M | +41.6% | +17.6% | +24.0% | +30.0% |
| YTD | +48.6% | -5.0% | +53.6% | +42.5% |
| 1Y | +30.0% | -1.0% | +31.0% | +22.9% |
| All | +30.0% | -1.2% | +31.3% | +22.9% |
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 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