-27.1%
TRU vs FDS
-23.2%
-3.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | 0.0% | +1.5% | -1.4% | -0.9% |
| 30D | +21.3% | +14.8% | +6.5% | +12.1% |
| 3M | +0.2% | +16.3% | -16.0% | -8.6% |
| 6M | +22.4% | +66.2% | -43.9% | -11.3% |
| YTD | -4.8% | +16.2% | -21.1% | -14.3% |
| 1Y | -0.2% | +21.8% | -22.0% | -13.6% |
| 3Y | +57.9% | -23.9% | +81.8% | +88.3% |
| All | -27.1% | -23.2% | -3.9% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling