+72.6%
XYZ vs TRU
+65.0%
+7.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.8% |
| 7D | +12.1% | +5.7% | +6.4% | +9.1% |
| 30D | +12.4% | +29.2% | -16.9% | -2.5% |
| 3M | +8.2% | +2.7% | +5.5% | +5.8% |
| 6M | +20.7% | +15.2% | +5.5% | +9.5% |
| YTD | +31.3% | -4.9% | +36.2% | +31.4% |
| 1Y | +20.5% | +3.4% | +17.1% | +14.7% |
| 3Y | +72.6% | +63.2% | +9.4% | +24.3% |
| All | +72.6% | +65.0% | +7.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling