-68.9%
U vs TRU
-36.7%
-32.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | 0.0% | -9.4% | +9.4% | +8.1% |
| 30D | -4.1% | -4.1% | 0.0% | -1.3% |
| 3M | +57.8% | +13.6% | +44.2% | +38.3% |
| 6M | +103.5% | +3.6% | +100.0% | +90.4% |
| YTD | -4.8% | -9.8% | +5.1% | +0.1% |
| 1Y | -2.4% | -13.6% | +11.3% | +4.3% |
| 3Y | +11.7% | -2.0% | +13.6% | +0.3% |
| 5Y | -68.9% | -35.8% | -33.0% | -50.7% |
| All | -68.9% | -36.7% | -32.2% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling