+27.6%
SOLS vs TRU
-1.9%
+29.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +0.3% | -9.4% | +9.7% | -1.3% |
| 30D | +0.9% | -4.1% | +5.0% | +0.3% |
| 3M | -20.7% | +13.6% | -34.2% | -19.7% |
| 6M | -17.7% | +3.6% | -21.3% | -17.2% |
| YTD | +27.1% | -9.8% | +36.9% | +29.9% |
| All | +27.6% | -1.9% | +29.5% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling