+266.8%
FTI vs TRU
-2.2%
+269.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.8% |
| 7D | -5.6% | -9.4% | +3.8% | -3.9% |
| 30D | +0.4% | -4.1% | +4.5% | +1.1% |
| 3M | +8.1% | +13.6% | -5.5% | +4.4% |
| 6M | +16.7% | +3.6% | +13.1% | +14.5% |
| YTD | +70.0% | -9.8% | +79.8% | +71.8% |
| 1Y | +85.4% | -13.6% | +99.1% | +89.0% |
| All | +266.8% | -2.2% | +269.1% | +255.1% |
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