+2,105.4%
FIX vs TRU
-33.8%
+2,139.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +3.8% |
| 7D | +6.0% | -6.8% | +12.8% | +8.3% |
| 30D | -7.2% | 0.0% | -7.3% | -7.7% |
| 3M | -15.9% | +13.3% | -29.1% | -21.2% |
| 6M | +12.7% | +3.4% | +9.3% | +8.3% |
| YTD | +72.8% | -6.4% | +79.2% | +70.6% |
| 1Y | +122.9% | -9.7% | +132.6% | +121.5% |
| 3Y | +774.3% | +0.1% | +774.2% | +721.2% |
| All | +2,105.4% | -33.8% | +2,139.2% | +2,579.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling