+167.0%
W vs TRU
+238.0%
-71.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.9% | +8.5% | +7.3% |
| 7D | -4.2% | -6.8% | +2.6% | +1.1% |
| 30D | -7.6% | 0.0% | -7.6% | -8.1% |
| 3M | +37.2% | +13.3% | +23.9% | +22.2% |
| 6M | +26.3% | +3.4% | +22.9% | +20.7% |
| YTD | -1.0% | -6.4% | +5.4% | 0.0% |
| 1Y | +20.1% | -9.7% | +29.8% | +22.3% |
| 3Y | +37.8% | +0.1% | +37.6% | +26.3% |
| 5Y | -63.7% | -34.0% | -29.6% | -52.9% |
| 10Y | +156.3% | +147.9% | +8.4% | +62.7% |
| All | +167.0% | +238.0% | -71.0% | +55.0% |
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