-16.3%
TRU vs FGI
-74.8%
+58.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.4% |
| 7D | 0.0% | -14.4% | +14.4% | +0.2% |
| 30D | +21.3% | -11.8% | +33.1% | +21.4% |
| 3M | +0.2% | -46.2% | +46.5% | +0.9% |
| 6M | +22.4% | +5.2% | +17.2% | +20.9% |
| YTD | -4.8% | +10.5% | -15.4% | -6.5% |
| 1Y | -0.2% | +25.5% | -25.7% | -2.1% |
| 3Y | +57.9% | -16.0% | +73.9% | +55.8% |
| All | -16.3% | -74.8% | +58.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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