+86.2%
SU vs TRU
+2.1%
+84.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.6% | -9.1% | -4.0% |
| 7D | -7.1% | +10.5% | -17.6% | -6.0% |
| 30D | +4.8% | +28.7% | -23.9% | +7.8% |
| 3M | +12.5% | +0.7% | +11.8% | +12.2% |
| 6M | +6.5% | +19.3% | -12.9% | +9.3% |
| YTD | +65.8% | -3.7% | +69.5% | +69.8% |
| 1Y | +86.2% | +3.4% | +82.7% | +88.8% |
| All | +86.2% | +2.1% | +84.0% | +88.8% |
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