-17.6%
TRU vs FGI
-70.4%
+52.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.5% | -13.5% | -6.0% |
| 7D | -6.8% | +0.5% | -7.3% | -6.8% |
| 30D | 0.0% | +65.4% | -65.4% | -1.4% |
| 3M | +13.3% | +23.5% | -10.2% | +12.0% |
| 6M | +3.4% | +60.5% | -57.1% | +1.3% |
| YTD | -6.4% | +30.0% | -36.4% | -8.0% |
| 1Y | -9.7% | +82.1% | -91.8% | -12.1% |
| 3Y | +0.1% | -4.4% | +4.5% | -1.2% |
| All | -17.6% | -70.4% | +52.7% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling