+22.5%
F vs TRU
-16.5%
+39.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.8% |
| 7D | -4.9% | -6.5% | +1.6% | -3.9% |
| 30D | -2.9% | -2.5% | -0.4% | -2.6% |
| 3M | -9.1% | +10.4% | -19.4% | -10.7% |
| 6M | +12.9% | +1.6% | +11.3% | +12.4% |
| YTD | +6.1% | -9.7% | +15.8% | +7.9% |
| 1Y | +22.5% | -17.3% | +39.8% | +27.0% |
| All | +22.5% | -16.5% | +39.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling