-9.7%
TRU vs FIVE
+66.7%
-76.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.1% | -11.0% | -6.3% |
| 7D | -6.8% | +4.3% | -11.0% | -7.0% |
| 30D | 0.0% | +12.5% | -12.5% | -1.0% |
| 3M | +13.3% | +31.2% | -17.9% | +10.4% |
| 6M | +3.4% | +14.4% | -10.9% | +2.1% |
| YTD | -6.4% | +33.9% | -40.3% | -9.7% |
| 1Y | -9.7% | +65.1% | -74.7% | -16.1% |
| All | -9.7% | +66.7% | -76.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling