+1.7%
TEAM vs TRU
-13.7%
+15.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -5.2% | -2.7% | -2.5% | -3.5% |
| 30D | +15.8% | -2.0% | +17.8% | +17.5% |
| 3M | +101.5% | +18.4% | +83.0% | +85.9% |
| 6M | +138.2% | +8.9% | +129.3% | +128.1% |
| YTD | +10.8% | -8.9% | +19.8% | +11.7% |
| 1Y | +1.7% | -15.9% | +17.6% | +0.2% |
| All | +1.7% | -13.7% | +15.3% | +0.2% |
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