-1.9%
TRU vs FIVE
+52.3%
-54.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.2% |
| 7D | -6.5% | +1.7% | -8.1% | -6.9% |
| 30D | -2.5% | +5.0% | -7.5% | -3.7% |
| 3M | +10.4% | +29.5% | -19.1% | +4.0% |
| 6M | +1.6% | +12.4% | -10.8% | -2.0% |
| YTD | -9.7% | +31.2% | -40.9% | -16.0% |
| 1Y | -17.3% | +72.9% | -90.1% | -28.1% |
| All | -1.9% | +52.3% | -54.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling