-63.9%
XYZ vs TRU
-26.8%
-37.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +3.2% |
| 7D | +12.1% | +5.7% | +6.4% | +7.9% |
| 30D | +12.4% | +29.2% | -16.9% | -7.6% |
| 3M | +8.2% | +2.7% | +5.5% | +4.5% |
| 6M | +20.7% | +15.2% | +5.5% | +5.0% |
| YTD | +31.3% | -4.9% | +36.2% | +30.2% |
| 1Y | +20.5% | +3.4% | +17.1% | +11.4% |
| 3Y | +72.6% | +63.2% | +9.4% | -8.6% |
| All | -63.9% | -26.8% | -37.1% | -52.3% |
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 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