+9.5%
TPR vs TRU
-16.5%
+26.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -7.3% | -6.5% | -0.8% | -6.4% |
| 30D | -30.7% | -2.5% | -28.2% | -30.6% |
| 3M | -21.6% | +10.4% | -32.0% | -23.3% |
| 6M | -21.3% | +1.6% | -23.0% | -22.2% |
| YTD | -10.2% | -9.7% | -0.5% | -11.2% |
| 1Y | +9.5% | -17.3% | +26.8% | +7.6% |
| All | +9.5% | -16.5% | +26.0% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling