+67.3%
F vs TRU
+183.1%
-115.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | 0.0% | +21.3% | -21.3% | -7.9% |
| 3M | -13.2% | +0.2% | -13.5% | -14.1% |
| 6M | -10.2% | +22.4% | -32.6% | -18.9% |
| YTD | -4.9% | -4.8% | -0.1% | -6.4% |
| 1Y | -6.1% | -0.2% | -5.9% | -9.5% |
| 3Y | +46.0% | +57.9% | -12.0% | +6.7% |
| 5Y | -15.7% | -26.1% | +10.4% | -14.2% |
| All | +67.3% | +183.1% | -115.8% | +13.3% |
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 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