+200.5%
W vs TRU
+243.6%
-43.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.2% | 0.0% | +0.1% | +0.2% |
| 30D | +6.8% | +21.3% | -14.5% | -9.3% |
| 3M | +10.7% | +0.2% | +10.4% | +8.2% |
| 6M | +86.3% | +22.4% | +64.0% | +53.6% |
| YTD | +11.5% | -4.8% | +16.3% | +9.4% |
| 1Y | +5.1% | -0.2% | +5.3% | -1.0% |
| 3Y | +171.0% | +57.9% | +113.1% | +74.3% |
| 5Y | -56.6% | -26.1% | -30.5% | -48.7% |
| 10Y | +213.4% | +184.8% | +28.6% | +84.0% |
| All | +200.5% | +243.6% | -43.0% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling