-80.9%
FIG vs TRU
-19.7%
-61.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -14.5% | -6.5% | -8.0% | -10.8% |
| 30D | -13.3% | -2.5% | -10.8% | -11.8% |
| 3M | +7.4% | +10.4% | -2.9% | +2.1% |
| 6M | -27.8% | +1.6% | -29.4% | -28.9% |
| YTD | -41.1% | -9.7% | -31.4% | -40.6% |
| 1Y | -58.7% | -17.3% | -41.5% | -61.0% |
| All | -80.9% | -19.7% | -61.3% | -81.3% |
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