+79.7%
T vs TRU
+243.6%
-163.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -3.8% | +21.3% | -25.1% | -6.9% |
| 3M | -8.7% | +0.2% | -9.0% | -9.0% |
| 6M | -8.1% | +22.4% | -30.5% | -11.6% |
| YTD | -6.4% | -4.8% | -1.6% | -6.8% |
| 1Y | -9.8% | -0.2% | -9.6% | -10.9% |
| 3Y | +65.5% | +57.9% | +7.6% | +42.8% |
| 5Y | +57.0% | -26.1% | +83.1% | +57.5% |
| 10Y | +60.8% | +184.8% | -124.0% | +24.6% |
| All | +79.7% | +243.6% | -163.9% | +37.3% |
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