+36.6%
FFIV vs TRU
+2.1%
+34.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.9% |
| 7D | -9.8% | +10.5% | -20.3% | -10.8% |
| 30D | -28.1% | +28.7% | -56.8% | -30.3% |
| 3M | -20.0% | +0.7% | -20.7% | -20.1% |
| 6M | -0.1% | +19.3% | -19.4% | -4.2% |
| YTD | +29.2% | -3.7% | +32.9% | +28.8% |
| 1Y | +36.6% | +3.4% | +33.2% | +34.1% |
| All | +36.6% | +2.1% | +34.5% | +34.1% |
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