+14.4%
FIX vs TRU
+2.1%
+12.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.6% | -19.6% | -13.7% |
| 7D | -18.9% | +10.5% | -29.4% | -16.2% |
| 30D | -36.3% | +28.7% | -65.0% | -31.6% |
| 3M | -38.5% | +0.7% | -39.2% | -37.3% |
| 6M | -42.3% | +19.3% | -61.6% | -39.6% |
| YTD | +17.1% | -3.7% | +20.8% | +22.0% |
| 1Y | +14.4% | +3.4% | +11.0% | +16.3% |
| All | +14.4% | +2.1% | +12.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling