+227.6%
TRU vs FDS
+107.8%
+119.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.5% | -2.4% | -3.9% |
| 7D | -6.8% | -1.9% | -4.9% | -5.7% |
| 30D | 0.0% | +9.0% | -9.0% | -4.8% |
| 3M | +13.3% | +18.9% | -5.6% | +2.0% |
| 6M | +3.4% | +35.1% | -31.7% | -14.6% |
| YTD | -6.4% | +5.5% | -11.9% | -11.3% |
| 1Y | -9.7% | -16.8% | +7.1% | -2.5% |
| 3Y | +0.1% | -28.1% | +28.2% | +17.7% |
| 5Y | -34.0% | -17.4% | -16.6% | -28.6% |
| 10Y | +147.9% | +85.4% | +62.4% | +69.3% |
| All | +227.6% | +107.8% | +119.8% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling