+232.6%
TRU vs FIVE
+516.7%
-284.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -2.2% | +2.4% | -4.6% | -2.9% |
| 30D | +20.2% | +15.8% | +4.3% | +15.2% |
| 3M | +2.2% | +3.8% | -1.5% | +0.6% |
| 6M | +17.6% | +18.5% | -1.0% | +10.3% |
| YTD | -5.0% | +31.2% | -36.2% | -14.1% |
| 1Y | -1.0% | +61.8% | -62.8% | -15.8% |
| 3Y | +56.5% | +39.9% | +16.6% | +28.4% |
| 5Y | -26.2% | +18.3% | -44.5% | -38.7% |
| 10Y | +184.5% | +510.0% | -325.5% | +43.6% |
| All | +232.6% | +516.7% | -284.0% | +64.5% |
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