+4,656.6%
FIX vs TRU
+243.5%
+4,413.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.2% |
| 7D | -17.5% | +5.7% | -23.2% | -19.5% |
| 30D | -41.6% | +29.2% | -70.8% | -47.8% |
| 3M | -40.6% | +2.7% | -43.2% | -42.6% |
| 6M | -49.4% | +15.2% | -64.6% | -54.5% |
| YTD | +9.2% | -4.9% | +14.0% | +4.3% |
| 1Y | +6.5% | +3.4% | +3.0% | -2.2% |
| 3Y | +448.7% | +63.2% | +385.5% | +300.3% |
| 5Y | +948.7% | -26.6% | +975.3% | +955.3% |
| 10Y | +3,659.7% | +172.8% | +3,486.9% | +2,341.2% |
| All | +4,656.6% | +243.5% | +4,413.1% | +2,875.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling