+94.9%
FFIV vs TRU
+58.0%
+36.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -0.5% | 0.0% | -0.6% | -0.6% |
| 30D | -32.4% | +21.3% | -53.7% | -36.1% |
| 3M | -25.7% | +0.2% | -25.9% | -26.2% |
| 6M | -13.5% | +22.4% | -35.9% | -20.1% |
| YTD | +21.1% | -4.8% | +25.9% | +20.4% |
| 1Y | +29.4% | -0.2% | +29.6% | +26.4% |
| 3Y | +94.9% | +57.9% | +37.0% | +61.7% |
| All | +94.9% | +58.0% | +36.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling