+93.9%
FTV vs TRU
+148.2%
-54.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +5.0% | +1.3% |
| 7D | -4.5% | -6.8% | +2.3% | -1.9% |
| 30D | -7.1% | 0.0% | -7.1% | -7.3% |
| 3M | -7.2% | +13.3% | -20.5% | -12.3% |
| 6M | -1.5% | +3.4% | -4.9% | -4.1% |
| YTD | +3.5% | -6.4% | +9.9% | +3.8% |
| 1Y | +20.3% | -9.7% | +30.0% | +21.5% |
| 3Y | -3.1% | +0.1% | -3.3% | -10.6% |
| 5Y | +2.3% | -34.0% | +36.4% | +11.4% |
| 10Y | +76.3% | +147.9% | -71.6% | +25.9% |
| All | +93.9% | +148.2% | -54.3% | +37.8% |
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 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