-53.2%
S vs TRU
-25.0%
-28.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +4.2% |
| 7D | -7.7% | -6.8% | -0.9% | -3.6% |
| 30D | -5.3% | 0.0% | -5.4% | -5.8% |
| 3M | +20.3% | +13.3% | +7.0% | +9.3% |
| 6M | +47.4% | +3.4% | +43.9% | +41.5% |
| YTD | +32.5% | -6.4% | +38.9% | +34.3% |
| 1Y | +9.5% | -9.7% | +19.2% | +12.1% |
| 3Y | +15.5% | +0.1% | +15.4% | +4.6% |
| 5Y | -71.2% | -34.0% | -37.2% | -61.3% |
| All | -53.2% | -25.0% | -28.3% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling