+43.5%
F vs TRU
+65.0%
-21.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | +1.6% | +5.7% | -4.2% | +0.1% |
| 30D | +2.6% | +29.2% | -26.6% | -4.2% |
| 3M | -8.8% | +2.7% | -11.5% | -9.9% |
| 6M | +4.6% | +15.2% | -10.6% | -0.4% |
| YTD | -1.9% | -4.9% | +3.0% | -2.2% |
| 1Y | -0.8% | +3.4% | -4.2% | -3.7% |
| 3Y | +43.5% | +63.2% | -19.7% | +9.8% |
| All | +43.5% | +65.0% | -21.5% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling