-35.8%
TRU vs FDS
-28.1%
-7.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +3.3% |
| 7D | -9.4% | -16.0% | +6.6% | +0.2% |
| 30D | -4.1% | -6.7% | +2.6% | -0.4% |
| 3M | +13.6% | +6.0% | +7.6% | +8.9% |
| 6M | +3.6% | +25.1% | -21.5% | -11.7% |
| YTD | -9.8% | -8.1% | -1.7% | -6.6% |
| 1Y | -13.6% | -26.0% | +12.4% | +2.5% |
| 3Y | -2.0% | -36.4% | +34.5% | +28.5% |
| 5Y | -35.8% | -27.7% | -8.1% | -17.7% |
| All | -35.8% | -28.1% | -7.7% | -17.7% |
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 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