+273.9%
FITB vs TRU
+228.6%
+45.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.6% |
| 7D | +2.8% | -7.2% | +10.0% | +6.3% |
| 30D | -4.5% | -2.8% | -1.7% | -3.7% |
| 3M | +5.7% | +13.0% | -7.4% | -1.7% |
| 6M | +17.1% | +0.7% | +16.4% | +14.4% |
| YTD | +18.3% | -9.0% | +27.3% | +19.5% |
| 1Y | +23.9% | -16.3% | +40.2% | +29.4% |
| 3Y | +131.1% | -1.1% | +132.2% | +107.3% |
| 5Y | +71.1% | -36.0% | +107.1% | +90.9% |
| 10Y | +283.9% | +139.9% | +144.0% | +139.5% |
| All | +273.9% | +228.6% | +45.4% | +117.2% |
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