+5,330.4%
FIX vs TRU
+247.4%
+5,083.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +6.4% | 0.0% | +6.5% | +6.4% |
| 30D | -29.1% | +24.3% | -53.3% | -35.6% |
| 3M | -31.1% | +2.3% | -33.4% | -33.3% |
| 6M | -42.8% | +17.7% | -60.5% | -48.9% |
| YTD | +24.6% | -3.8% | +28.4% | +18.7% |
| 1Y | +21.9% | -0.3% | +22.3% | +14.2% |
| 3Y | +524.9% | +58.4% | +466.5% | +362.7% |
| 5Y | +1,092.2% | -24.0% | +1,116.2% | +1,082.5% |
| 10Y | +3,759.0% | +187.9% | +3,571.1% | +2,373.5% |
| All | +5,330.4% | +247.4% | +5,083.0% | +3,285.5% |
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