+24.2%
FIX vs TRU
+0.8%
+23.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.3% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | -27.8% | +21.3% | -49.1% | -23.5% |
| 3M | -35.6% | +0.2% | -35.8% | -34.4% |
| 6M | -45.2% | +22.4% | -67.6% | -42.9% |
| YTD | +19.5% | -4.8% | +24.3% | +24.5% |
| 1Y | +24.2% | -0.2% | +24.4% | +25.8% |
| All | +24.2% | +0.8% | +23.4% | +25.8% |
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 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