+66.7%
FITB vs TRU
-35.6%
+102.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -0.3% | -2.7% | +2.5% | +0.7% |
| 30D | -5.7% | -2.0% | -3.6% | -5.3% |
| 3M | +3.2% | +18.4% | -15.3% | -4.2% |
| 6M | +23.4% | +8.9% | +14.5% | +17.7% |
| YTD | +18.8% | -8.9% | +27.7% | +20.1% |
| 1Y | +25.0% | -15.9% | +40.8% | +29.8% |
| 3Y | +131.2% | -1.1% | +132.3% | +116.3% |
| All | +66.7% | -35.6% | +102.3% | +85.6% |
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