-71.5%
S vs TRU
-35.2%
-36.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.4% |
| 7D | -5.8% | -7.2% | +1.4% | -1.3% |
| 30D | -9.2% | -2.8% | -6.4% | -8.0% |
| 3M | +23.4% | +13.0% | +10.3% | +12.2% |
| 6M | +36.9% | +0.7% | +36.2% | +33.8% |
| YTD | +29.5% | -9.0% | +38.5% | +33.7% |
| 1Y | +5.4% | -16.3% | +21.7% | +13.8% |
| 3Y | +14.7% | -1.1% | +15.8% | +4.1% |
| 5Y | -71.5% | -36.0% | -35.5% | -57.4% |
| All | -71.5% | -35.2% | -36.3% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling