-25.8%
TRU vs SARO
-22.5%
-3.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.5% |
| 30D | -2.0% | -12.2% | +10.2% | +3.2% |
| 3M | +18.4% | -7.4% | +25.8% | +21.0% |
| 6M | +8.9% | -15.3% | +24.1% | +14.7% |
| YTD | -8.9% | -16.2% | +7.2% | -4.0% |
| 1Y | -15.9% | -12.1% | -3.8% | -14.0% |
| All | -25.8% | -22.5% | -3.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling