+99.1%
FFIV vs TRU
-36.4%
+135.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.6% | +4.1% |
| 7D | +3.5% | -6.5% | +9.9% | +5.5% |
| 30D | -1.3% | -2.5% | +1.2% | -0.8% |
| 3M | +2.4% | +10.4% | -8.0% | -2.0% |
| 6M | +41.8% | +1.6% | +40.2% | +38.7% |
| YTD | +58.5% | -9.7% | +68.2% | +60.4% |
| 1Y | +24.3% | -17.3% | +41.6% | +29.1% |
| 3Y | +152.0% | -1.8% | +153.9% | +141.0% |
| 5Y | +99.1% | -36.2% | +135.3% | +125.9% |
| All | +99.1% | -36.4% | +135.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling