+46.5%
F vs TRU
-35.2%
+81.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -3.3% |
| 7D | +1.2% | -7.2% | +8.4% | +3.7% |
| 30D | +1.2% | -2.8% | +4.0% | +2.0% |
| 3M | -5.7% | +13.0% | -18.7% | -10.6% |
| 6M | +17.9% | +0.7% | +17.3% | +16.0% |
| YTD | +10.4% | -9.0% | +19.4% | +11.6% |
| 1Y | +25.3% | -16.3% | +41.7% | +30.4% |
| 3Y | +37.5% | -1.1% | +38.5% | +27.0% |
| 5Y | +46.5% | -36.0% | +82.5% | +67.0% |
| All | +46.5% | -35.2% | +81.7% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling