+67.2%
SU vs TRU
-13.7%
+80.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | +2.2% | -2.7% | +5.0% | +1.9% |
| 30D | +8.4% | -2.0% | +10.5% | +8.3% |
| 3M | +12.1% | +18.4% | -6.4% | +14.2% |
| 6M | +19.7% | +8.9% | +10.8% | +21.3% |
| YTD | +58.4% | -8.9% | +67.3% | +61.2% |
| 1Y | +67.2% | -15.9% | +83.1% | +69.9% |
| All | +67.2% | -13.7% | +80.9% | +69.9% |
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 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