-66.9%
SE vs TRU
-36.7%
-30.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -4.8% | -9.4% | +4.6% | -0.1% |
| 30D | -18.1% | -4.1% | -14.0% | -16.6% |
| 3M | +30.6% | +13.6% | +17.0% | +20.9% |
| 6M | +20.8% | +3.6% | +17.2% | +16.7% |
| YTD | -15.6% | -9.8% | -5.8% | -13.4% |
| 1Y | -44.2% | -13.6% | -30.6% | -42.2% |
| 3Y | +181.5% | -2.0% | +183.5% | +153.3% |
| 5Y | -66.9% | -35.8% | -31.1% | -55.6% |
| All | -66.9% | -36.7% | -30.3% | -55.6% |
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