-1.0%
FTV vs TRU
-35.6%
+34.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | 0.0% |
| 7D | -4.0% | -2.7% | -1.2% | -3.1% |
| 30D | -11.0% | -2.0% | -9.0% | -10.6% |
| 3M | -8.4% | +18.4% | -26.8% | -14.1% |
| 6M | -2.6% | +8.9% | -11.4% | -6.4% |
| YTD | -0.6% | -8.9% | +8.3% | +0.7% |
| 1Y | +11.0% | -15.9% | +26.8% | +15.0% |
| 3Y | -6.3% | -1.1% | -5.3% | -10.7% |
| All | -1.0% | -35.6% | +34.6% | +9.8% |
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