+3,644.4%
FIX vs TRU
+174.2%
+3,470.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -13.9% | +4.6% | -18.5% | -15.7% |
| 30D | -35.5% | +25.4% | -61.0% | -41.9% |
| 3M | -33.9% | +4.0% | -37.9% | -36.5% |
| 6M | -43.3% | +14.5% | -57.8% | -49.0% |
| YTD | +18.7% | -3.7% | +22.4% | +12.8% |
| 1Y | +13.8% | +2.8% | +11.0% | +4.7% |
| 3Y | +495.0% | +58.5% | +436.4% | +332.6% |
| 5Y | +1,049.0% | -25.0% | +1,074.1% | +1,057.7% |
| 10Y | +3,644.4% | +186.0% | +3,458.4% | +2,357.8% |
| All | +3,644.4% | +174.2% | +3,470.2% | +2,357.8% |
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