+448.7%
FIX vs TRU
+65.0%
+383.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +5.9% |
| 7D | -17.5% | +5.7% | -23.2% | -18.6% |
| 30D | -41.6% | +29.2% | -70.8% | -45.7% |
| 3M | -40.6% | +2.7% | -43.2% | -41.6% |
| 6M | -49.4% | +15.2% | -64.6% | -53.1% |
| YTD | +9.2% | -4.9% | +14.0% | +7.6% |
| 1Y | +6.5% | +3.4% | +3.0% | +0.5% |
| 3Y | +448.7% | +63.2% | +385.5% | +314.8% |
| All | +448.7% | +65.0% | +383.7% | +314.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling