+0.8%
TFC vs TRU
-26.5%
+27.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | 0.0% | +2.2% | +2.3% |
| 30D | +10.8% | +21.3% | -10.5% | +3.1% |
| 3M | -3.8% | +0.2% | -4.0% | -4.6% |
| 6M | +9.6% | +22.4% | -12.8% | 0.0% |
| YTD | +5.8% | -4.8% | +10.6% | +4.8% |
| 1Y | +16.2% | -0.2% | +16.4% | +12.7% |
| 3Y | +96.0% | +57.9% | +38.1% | +52.4% |
| All | +0.8% | -26.5% | +27.2% | +1.8% |
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