+277.2%
TER vs TRU
-1.9%
+279.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +4.7% |
| 7D | +11.0% | -7.2% | +18.1% | +12.4% |
| 30D | -1.9% | -2.8% | +0.9% | -1.7% |
| 3M | -0.7% | +13.0% | -13.7% | -5.6% |
| 6M | +36.4% | +0.7% | +35.7% | +33.2% |
| YTD | +92.4% | -9.0% | +101.4% | +92.3% |
| 1Y | +213.5% | -16.3% | +229.8% | +221.3% |
| 3Y | +277.2% | -1.1% | +278.3% | +255.3% |
| All | +277.2% | -1.9% | +279.1% | +255.3% |
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