+14.7%
S vs TRU
-1.9%
+16.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.9% |
| 7D | -5.8% | -7.2% | +1.4% | -2.5% |
| 30D | -9.2% | -2.8% | -6.4% | -8.3% |
| 3M | +23.4% | +13.0% | +10.3% | +15.2% |
| 6M | +36.9% | +0.7% | +36.2% | +34.8% |
| YTD | +29.5% | -9.0% | +38.5% | +32.8% |
| 1Y | +5.4% | -16.3% | +21.7% | +11.8% |
| 3Y | +14.7% | -1.1% | +15.8% | +19.4% |
| All | +14.7% | -1.9% | +16.6% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling