+533.2%
XYZ vs TRU
+220.5%
+312.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +3.7% |
| 7D | -1.0% | -6.8% | +5.8% | +4.1% |
| 30D | -1.7% | 0.0% | -1.7% | -2.1% |
| 3M | +16.7% | +13.3% | +3.4% | +4.5% |
| 6M | +26.9% | +3.4% | +23.4% | +20.7% |
| YTD | +27.1% | -6.4% | +33.5% | +28.9% |
| 1Y | +9.3% | -9.7% | +18.9% | +11.7% |
| 3Y | +42.3% | +0.1% | +42.1% | +21.4% |
| 5Y | -69.3% | -34.0% | -35.3% | -62.0% |
| 10Y | +586.8% | +147.9% | +438.9% | +332.8% |
| All | +533.2% | +220.5% | +312.7% | +294.2% |
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