-13.6%
TRU vs FIVE
+69.1%
-82.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.1% |
| 7D | -9.4% | +0.6% | -9.9% | -9.5% |
| 30D | -4.1% | +3.0% | -7.1% | -4.5% |
| 3M | +13.6% | +23.2% | -9.6% | +10.9% |
| 6M | +3.6% | +9.2% | -5.6% | +2.4% |
| YTD | -9.8% | +28.1% | -37.9% | -13.6% |
| 1Y | -13.6% | +65.3% | -78.9% | -21.3% |
| All | -13.6% | +69.1% | -82.7% | -21.3% |
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