-1.1%
TRU vs FLR
+54.2%
-55.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | -2.7% | -3.5% | +0.8% | -2.0% |
| 30D | -2.0% | +4.2% | -6.2% | -3.0% |
| 3M | +18.4% | +8.1% | +10.4% | +15.0% |
| 6M | +8.9% | +21.5% | -12.7% | +0.8% |
| YTD | -8.9% | +36.8% | -45.7% | -18.7% |
| 1Y | -15.9% | +31.2% | -47.1% | -24.7% |
| 3Y | -1.1% | +53.9% | -55.0% | -28.2% |
| All | -1.1% | +54.2% | -55.3% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling