-36.2%
TRU vs FIVE
+35.6%
-71.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.1% |
| 7D | -6.5% | +1.7% | -8.1% | -7.0% |
| 30D | -2.5% | +5.0% | -7.5% | -4.1% |
| 3M | +10.4% | +29.5% | -19.1% | +2.1% |
| 6M | +1.6% | +12.4% | -10.8% | -3.2% |
| YTD | -9.7% | +31.2% | -40.9% | -17.9% |
| 1Y | -17.3% | +72.9% | -90.1% | -30.9% |
| 3Y | -1.8% | +53.0% | -54.8% | -21.3% |
| 5Y | -36.2% | +34.2% | -70.4% | -48.4% |
| All | -36.2% | +35.6% | -71.9% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling