-79.9%
FIG vs TRU
-19.0%
-60.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.2% |
| 7D | -3.8% | -2.7% | -1.1% | -2.0% |
| 30D | -2.3% | -2.0% | -0.3% | -0.9% |
| 3M | +20.0% | +18.4% | +1.5% | +9.6% |
| 6M | -16.7% | +8.9% | -25.5% | -20.6% |
| YTD | -37.9% | -8.9% | -29.0% | -37.7% |
| 1Y | -58.5% | -15.9% | -42.7% | -60.4% |
| All | -79.9% | -19.0% | -60.9% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling