+9.3%
XYZ vs TRU
-7.3%
+16.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +1.8% |
| 7D | -1.0% | -6.8% | +5.8% | +2.0% |
| 30D | -1.7% | 0.0% | -1.7% | -1.9% |
| 3M | +16.7% | +13.3% | +3.4% | +9.4% |
| 6M | +26.9% | +3.4% | +23.4% | +22.9% |
| YTD | +27.1% | -6.4% | +33.5% | +25.3% |
| 1Y | +9.3% | -9.7% | +18.9% | +5.0% |
| All | +9.3% | -7.3% | +16.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling