+416.5%
TPR vs TRU
+65.0%
+351.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.4% |
| 7D | +14.2% | +5.7% | +8.5% | +12.3% |
| 30D | +17.1% | +29.2% | -12.1% | +7.8% |
| 3M | -17.7% | +2.7% | -20.4% | -19.0% |
| 6M | -10.2% | +15.2% | -25.4% | -15.7% |
| YTD | +4.9% | -4.9% | +9.8% | +4.1% |
| 1Y | +36.1% | +3.4% | +32.7% | +30.7% |
| 3Y | +416.5% | +63.2% | +353.3% | +260.6% |
| All | +416.5% | +65.0% | +351.5% | +260.6% |
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 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