+48.2%
F vs TRU
+251.7%
-203.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -0.3% |
| 7D | -0.6% | +4.9% | -5.5% | -2.5% |
| 30D | +2.9% | +26.9% | -24.0% | -6.9% |
| 3M | -9.5% | +4.0% | -13.5% | -11.6% |
| 6M | +4.0% | +15.8% | -11.8% | -3.9% |
| YTD | -1.3% | -2.6% | +1.3% | -3.6% |
| 1Y | -1.9% | +3.9% | -5.8% | -7.0% |
| 3Y | +53.5% | +59.2% | -5.7% | +13.1% |
| 5Y | -15.1% | -25.7% | +10.5% | -14.2% |
| 10Y | +81.0% | +179.3% | -98.3% | +10.5% |
| All | +48.2% | +251.7% | -203.5% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling