+7,428.0%
FIX vs TRU
+238.0%
+7,190.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +4.2% |
| 7D | +6.0% | -6.8% | +12.8% | +8.7% |
| 30D | -7.2% | 0.0% | -7.3% | -7.7% |
| 3M | -15.9% | +13.3% | -29.1% | -22.0% |
| 6M | +12.7% | +3.4% | +9.3% | +7.4% |
| YTD | +72.8% | -6.4% | +79.2% | +69.3% |
| 1Y | +122.9% | -9.7% | +132.6% | +119.8% |
| 3Y | +774.3% | +0.1% | +774.2% | +692.2% |
| 5Y | +2,049.5% | -34.0% | +2,083.5% | +2,215.7% |
| 10Y | +5,821.5% | +147.9% | +5,673.6% | +3,934.8% |
| All | +7,428.0% | +238.0% | +7,190.0% | +4,728.2% |
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