+16.0%
TFC vs TRU
-36.7%
+52.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -9.4% | +6.9% | +0.9% |
| 30D | -2.8% | -4.1% | +1.3% | -1.6% |
| 3M | +2.1% | +13.6% | -11.4% | -3.4% |
| 6M | +10.1% | +3.6% | +6.5% | +7.1% |
| YTD | +5.4% | -9.8% | +15.3% | +7.0% |
| 1Y | +16.3% | -13.6% | +30.0% | +19.4% |
| 3Y | +95.9% | -2.0% | +97.8% | +85.3% |
| 5Y | +16.0% | -35.8% | +51.8% | +24.5% |
| All | +16.0% | -36.7% | +52.7% | +24.5% |
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 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