-17.0%
TEAM vs TRU
-2.1%
-14.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.2% |
| 7D | -4.7% | -6.5% | +1.8% | -1.1% |
| 30D | +17.0% | -2.5% | +19.5% | +18.9% |
| 3M | +85.9% | +10.4% | +75.5% | +78.0% |
| 6M | +116.7% | +1.6% | +115.0% | +115.6% |
| YTD | +9.6% | -9.7% | +19.3% | +14.7% |
| 1Y | -2.5% | -17.3% | +14.7% | +5.7% |
| All | -17.0% | -2.1% | -14.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling