+21.9%
FIX vs TRU
+2.0%
+19.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.0% |
| 7D | +6.4% | 0.0% | +6.5% | +6.4% |
| 30D | -29.1% | +24.3% | -53.3% | -24.5% |
| 3M | -31.1% | +2.3% | -33.4% | -29.6% |
| 6M | -42.8% | +17.7% | -60.5% | -40.2% |
| YTD | +24.6% | -3.8% | +28.4% | +30.4% |
| 1Y | +21.9% | -0.3% | +22.3% | +25.0% |
| All | +21.9% | +2.0% | +19.9% | +25.0% |
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