+181.5%
TER vs TRU
+57.9%
+123.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -8.9% | +4.6% | -13.5% | -9.5% |
| 30D | -39.1% | +25.4% | -64.5% | -41.7% |
| 3M | -32.8% | +4.0% | -36.7% | -33.7% |
| 6M | -31.7% | +14.5% | -46.2% | -35.7% |
| YTD | +26.9% | -3.7% | +30.7% | +25.3% |
| 1Y | +33.6% | +2.8% | +30.8% | +27.6% |
| 3Y | +181.5% | +58.5% | +123.0% | +102.0% |
| All | +181.5% | +57.9% | +123.7% | +102.0% |
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