+12.4%
U vs TRU
-1.4%
+13.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +4.2% |
| 7D | +4.5% | -7.2% | +11.7% | +8.9% |
| 30D | -0.6% | -2.8% | +2.2% | +0.7% |
| 3M | +48.4% | +13.0% | +35.4% | +36.1% |
| 6M | +115.4% | +0.7% | +114.7% | +110.2% |
| YTD | -3.2% | -9.0% | +5.8% | +0.3% |
| 1Y | -6.0% | -16.3% | +10.3% | +1.6% |
| All | +12.4% | -1.4% | +13.8% | +12.5% |
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