+227.6%
TRU vs FIVE
+529.2%
-301.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.1% | -11.0% | -7.4% |
| 7D | -6.8% | +4.3% | -11.0% | -8.0% |
| 30D | 0.0% | +12.5% | -12.5% | -3.6% |
| 3M | +13.3% | +31.2% | -17.9% | +4.0% |
| 6M | +3.4% | +14.4% | -10.9% | -2.2% |
| YTD | -6.4% | +33.9% | -40.3% | -15.6% |
| 1Y | -9.7% | +65.1% | -74.7% | -24.0% |
| 3Y | +0.1% | +49.0% | -48.8% | -19.4% |
| 5Y | -34.0% | +30.3% | -64.3% | -46.7% |
| 10Y | +147.9% | +481.1% | -333.2% | +26.9% |
| All | +227.6% | +529.2% | -301.6% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling