+73.0%
F vs TRU
+238.0%
-165.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.9% | +7.4% | +3.8% |
| 7D | +5.3% | -6.8% | +12.1% | +8.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.3% |
| 3M | -3.7% | +13.3% | -17.0% | -9.3% |
| 6M | +16.8% | +3.4% | +13.4% | +13.2% |
| YTD | +15.3% | -6.4% | +21.7% | +15.0% |
| 1Y | +31.0% | -9.7% | +40.7% | +31.8% |
| 3Y | +45.4% | +0.1% | +45.3% | +30.8% |
| 5Y | +54.7% | -34.0% | +88.7% | +65.4% |
| 10Y | +98.2% | +147.9% | -49.7% | +27.3% |
| All | +73.0% | +238.0% | -165.0% | +1.6% |
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