+554.8%
XYZ vs TRU
+229.1%
+325.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.0% | -2.4% |
| 7D | +12.6% | +4.4% | +8.2% | +9.4% |
| 30D | +10.8% | +25.2% | -14.4% | -6.8% |
| 3M | +8.4% | +3.8% | +4.6% | +3.7% |
| 6M | +14.3% | +14.3% | +0.1% | +0.3% |
| YTD | +31.5% | -3.9% | +35.4% | +29.1% |
| 1Y | +28.1% | +2.6% | +25.5% | +19.4% |
| 3Y | +66.2% | +58.3% | +7.9% | -0.9% |
| 5Y | -62.3% | -25.2% | -37.2% | -57.9% |
| 10Y | +634.6% | +185.5% | +449.1% | +333.3% |
| All | +554.8% | +229.1% | +325.7% | +295.0% |
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