+3,604.4%
FIX vs TRU
+182.8%
+3,421.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | +17.0% | -2.2% | +19.2% | +18.0% |
| 30D | -30.6% | +20.2% | -50.8% | -36.4% |
| 3M | -35.0% | +2.2% | -37.3% | -37.1% |
| 6M | -44.0% | +17.6% | -61.5% | -50.2% |
| YTD | +21.1% | -5.0% | +26.1% | +15.7% |
| 1Y | +16.3% | -1.0% | +17.2% | +8.8% |
| 3Y | +507.4% | +56.5% | +450.9% | +343.7% |
| 5Y | +1,052.1% | -26.2% | +1,078.3% | +1,068.6% |
| All | +3,604.4% | +182.8% | +3,421.6% | +2,326.8% |
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