-74.5%
U vs TRU
-25.2%
-49.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +2.0% |
| 7D | +2.8% | -2.2% | +5.0% | +4.5% |
| 30D | +7.6% | +20.2% | -12.6% | -8.7% |
| 3M | +12.7% | +2.2% | +10.4% | +8.1% |
| 6M | +87.0% | +17.6% | +69.4% | +56.1% |
| YTD | +13.6% | -5.0% | +18.6% | +12.3% |
| 1Y | +25.3% | -1.0% | +26.3% | +18.8% |
| 3Y | +85.8% | +56.5% | +29.3% | +3.3% |
| 5Y | -74.5% | -26.2% | -48.3% | -67.6% |
| All | -74.5% | -25.2% | -49.3% | -67.6% |
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 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