+145.7%
TRU vs FIVE
+491.7%
-346.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -2.7% | -3.0% | +0.3% | -1.9% |
| 30D | -2.0% | +2.7% | -4.8% | -3.1% |
| 3M | +18.4% | +21.1% | -2.7% | +11.3% |
| 6M | +8.9% | +11.9% | -3.1% | +3.5% |
| YTD | -8.9% | +29.9% | -38.8% | -17.3% |
| 1Y | -15.9% | +67.8% | -83.7% | -29.5% |
| 3Y | -1.1% | +52.8% | -53.9% | -21.1% |
| 5Y | -35.2% | +31.3% | -66.5% | -47.8% |
| All | +145.7% | +491.7% | -346.0% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling