+96.5%
TFC vs TRU
+238.0%
-141.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +2.6% |
| 7D | +2.4% | -6.8% | +9.2% | +5.4% |
| 30D | -1.3% | 0.0% | -1.3% | -1.7% |
| 3M | +6.1% | +13.3% | -7.2% | -0.7% |
| 6M | +7.3% | +3.4% | +3.9% | +3.8% |
| YTD | +8.2% | -6.4% | +14.6% | +8.0% |
| 1Y | +14.4% | -9.7% | +24.1% | +15.1% |
| 3Y | +93.7% | +0.1% | +93.6% | +75.5% |
| 5Y | +16.4% | -34.0% | +50.4% | +26.0% |
| 10Y | +101.6% | +147.9% | -46.3% | +30.8% |
| All | +96.5% | +238.0% | -141.5% | +18.6% |
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