-52.7%
TEAM vs TRU
-36.7%
-16.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | -7.8% | -9.4% | +1.6% | -1.4% |
| 30D | +16.5% | -4.1% | +20.7% | +20.1% |
| 3M | +96.2% | +13.6% | +82.6% | +81.2% |
| 6M | +130.2% | +3.6% | +126.6% | +125.2% |
| YTD | +10.7% | -9.8% | +20.6% | +17.6% |
| 1Y | +3.0% | -13.6% | +16.7% | +11.1% |
| 3Y | -13.1% | -2.0% | -11.1% | -18.0% |
| 5Y | -52.7% | -35.8% | -16.9% | -31.4% |
| All | -52.7% | -36.7% | -16.1% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling