-73.1%
SMR vs TRU
-7.3%
-65.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +0.2% |
| 7D | +4.4% | -6.8% | +11.2% | +5.2% |
| 30D | +3.4% | 0.0% | +3.4% | +3.4% |
| 3M | -19.2% | +13.3% | -32.5% | -21.6% |
| 6M | -22.6% | +3.4% | -26.1% | -24.7% |
| YTD | -31.5% | -6.4% | -25.2% | -34.1% |
| 1Y | -73.1% | -9.7% | -63.4% | -75.4% |
| All | -73.1% | -7.3% | -65.8% | -75.4% |
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 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