+145.7%
TRU vs FDS
+64.8%
+80.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -2.7% | -14.0% | +11.3% | +5.7% |
| 30D | -2.0% | -6.2% | +4.2% | +1.3% |
| 3M | +18.4% | +10.2% | +8.3% | +11.3% |
| 6M | +8.9% | +27.4% | -18.6% | -7.4% |
| YTD | -8.9% | -9.3% | +0.3% | -6.1% |
| 1Y | -15.9% | -28.6% | +12.8% | -1.1% |
| 3Y | -1.1% | -36.8% | +35.7% | +24.9% |
| 5Y | -35.2% | -28.6% | -6.6% | -23.8% |
| All | +145.7% | +64.8% | +80.8% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling