-65.4%
TEAM vs TRU
-26.5%
-39.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -26.7% | +21.3% | -48.0% | -36.3% |
| 3M | -9.6% | +0.2% | -9.9% | -10.8% |
| 6M | +86.0% | +22.4% | +63.7% | +61.4% |
| YTD | -7.5% | -4.8% | -2.7% | -6.5% |
| 1Y | -1.4% | -0.2% | -1.2% | -3.8% |
| 3Y | -14.3% | +57.9% | -72.2% | -44.6% |
| All | -65.4% | -26.5% | -39.0% | -49.7% |
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