-48.0%
SE vs TRU
-1.2%
-46.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.0% |
| 7D | -1.5% | -2.2% | +0.7% | -1.0% |
| 30D | -22.3% | +20.2% | -42.5% | -26.4% |
| 3M | -41.8% | +2.2% | -44.1% | -42.2% |
| 6M | -22.4% | +17.6% | -40.0% | -26.3% |
| YTD | -41.6% | -5.0% | -36.6% | -43.6% |
| 1Y | -48.0% | -1.0% | -47.1% | -49.7% |
| All | -48.0% | -1.2% | -46.8% | -49.7% |
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