+86.4%
F vs TRU
+138.6%
-52.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.1% |
| 7D | +1.2% | -7.2% | +8.4% | +4.1% |
| 30D | +1.2% | -2.8% | +4.0% | +2.2% |
| 3M | -5.7% | +13.0% | -18.7% | -11.1% |
| 6M | +17.9% | +0.7% | +17.3% | +15.6% |
| YTD | +10.4% | -9.0% | +19.4% | +11.5% |
| 1Y | +25.3% | -16.3% | +41.7% | +30.4% |
| 3Y | +37.5% | -1.1% | +38.5% | +23.9% |
| 5Y | +46.5% | -36.0% | +82.5% | +59.7% |
| 10Y | +86.4% | +139.9% | -53.5% | +35.0% |
| All | +86.4% | +138.6% | -52.2% | +35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling