+5,993.3%
FIX vs TRU
+138.6%
+5,854.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +3.5% |
| 7D | +6.1% | -7.2% | +13.2% | +9.0% |
| 30D | -2.7% | -2.8% | +0.1% | -2.1% |
| 3M | -10.9% | +13.0% | -24.0% | -17.7% |
| 6M | +29.0% | +0.7% | +28.3% | +23.9% |
| YTD | +76.9% | -9.0% | +85.9% | +75.1% |
| 1Y | +130.7% | -16.3% | +147.1% | +135.4% |
| 3Y | +790.7% | -1.1% | +791.7% | +706.3% |
| 5Y | +2,185.6% | -36.0% | +2,221.6% | +2,422.9% |
| 10Y | +5,993.3% | +139.9% | +5,853.4% | +4,536.6% |
| All | +5,993.3% | +138.6% | +5,854.7% | +4,536.6% |
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 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