+208.5%
FFIV vs TRU
+238.0%
-29.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | +1.6% |
| 7D | -1.0% | -6.8% | +5.8% | +1.3% |
| 30D | -5.1% | 0.0% | -5.1% | -5.4% |
| 3M | -4.5% | +13.3% | -17.7% | -9.6% |
| 6M | +36.5% | +3.4% | +33.0% | +32.6% |
| YTD | +53.0% | -6.4% | +59.4% | +52.9% |
| 1Y | +24.2% | -9.7% | +33.9% | +25.0% |
| 3Y | +137.2% | +0.1% | +137.1% | +120.3% |
| 5Y | +91.8% | -34.0% | +125.8% | +102.5% |
| 10Y | +215.2% | +147.9% | +67.3% | +112.9% |
| All | +208.5% | +238.0% | -29.4% | +92.8% |
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