+310.3%
TPR vs TRU
+0.4%
+309.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.6% |
| 7D | -2.3% | -6.8% | +4.5% | -0.5% |
| 30D | -23.0% | 0.0% | -23.0% | -23.2% |
| 3M | -12.5% | +13.3% | -25.8% | -16.2% |
| 6M | -21.4% | +3.4% | -24.9% | -23.1% |
| YTD | -3.5% | -6.4% | +2.9% | -3.5% |
| 1Y | +17.4% | -9.7% | +27.0% | +18.1% |
| All | +310.3% | +0.4% | +309.9% | +291.8% |
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