+145.7%
TRU vs FLR
+19.7%
+125.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | -2.0% | +4.2% | -6.2% | -2.8% |
| 3M | +18.4% | +8.1% | +10.4% | +15.9% |
| 6M | +8.9% | +21.5% | -12.7% | +3.7% |
| YTD | -8.9% | +36.8% | -45.7% | -15.1% |
| 1Y | -15.9% | +31.2% | -47.1% | -21.4% |
| 3Y | -1.1% | +53.9% | -55.0% | -11.9% |
| 5Y | -35.2% | +243.0% | -278.2% | -49.1% |
| All | +145.7% | +19.7% | +125.9% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling