+105.7%
T vs TRU
+238.0%
-132.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -1.0% |
| 7D | -1.3% | -6.8% | +5.5% | -0.2% |
| 30D | +11.4% | 0.0% | +11.3% | +11.3% |
| 3M | +14.3% | +13.3% | +1.0% | +11.7% |
| 6M | -9.3% | +3.4% | -12.7% | -10.2% |
| YTD | +7.1% | -6.4% | +13.5% | +7.2% |
| 1Y | -9.1% | -9.7% | +0.6% | -8.7% |
| 3Y | +105.3% | +0.1% | +105.2% | +95.2% |
| 5Y | +66.8% | -34.0% | +100.8% | +72.5% |
| 10Y | +66.8% | +147.9% | -81.1% | +31.9% |
| All | +105.7% | +238.0% | -132.2% | +58.0% |
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