+130.7%
FIX vs TRU
-16.5%
+147.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.8% | +5.2% | +1.9% |
| 7D | +6.1% | -7.2% | +13.2% | +4.8% |
| 30D | -2.7% | -2.8% | +0.1% | -3.0% |
| 3M | -10.9% | +13.0% | -24.0% | -10.3% |
| 6M | +29.0% | +0.7% | +28.3% | +30.3% |
| YTD | +76.9% | -9.0% | +85.9% | +80.1% |
| 1Y | +130.7% | -16.3% | +147.1% | +128.8% |
| All | +130.7% | -16.5% | +147.3% | +128.8% |
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