+24.2%
FFIV vs TRU
-7.3%
+31.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +0.5% |
| 7D | -1.0% | -6.8% | +5.8% | +0.1% |
| 30D | -5.1% | 0.0% | -5.1% | -5.2% |
| 3M | -4.5% | +13.3% | -17.7% | -7.6% |
| 6M | +36.5% | +3.4% | +33.0% | +34.3% |
| YTD | +53.0% | -6.4% | +59.4% | +53.2% |
| 1Y | +24.2% | -9.7% | +33.9% | +24.2% |
| All | +24.2% | -7.3% | +31.5% | +24.2% |
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