+589.4%
SE vs TRU
+63.8%
+525.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.0% | +2.3% |
| 7D | -6.1% | -6.8% | +0.7% | -2.7% |
| 30D | -2.5% | 0.0% | -2.5% | -2.6% |
| 3M | +21.7% | +13.3% | +8.4% | +12.5% |
| 6M | +27.0% | +3.4% | +23.6% | +22.7% |
| YTD | -12.1% | -6.4% | -5.8% | -11.6% |
| 1Y | -40.9% | -9.7% | -31.2% | -40.4% |
| 3Y | +191.0% | +0.1% | +190.8% | +152.6% |
| 5Y | -68.3% | -34.0% | -34.2% | -64.0% |
| All | +589.4% | +63.8% | +525.6% | +373.9% |
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