+216.0%
TRU vs FLR
+9.2%
+206.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.2% |
| 7D | -6.5% | -3.1% | -3.4% | -6.0% |
| 30D | -2.5% | +4.9% | -7.4% | -3.4% |
| 3M | +10.4% | +10.8% | -0.4% | +7.3% |
| 6M | +1.6% | +19.7% | -18.0% | -3.2% |
| YTD | -9.7% | +38.4% | -48.1% | -16.3% |
| 1Y | -17.3% | +34.7% | -51.9% | -23.3% |
| 3Y | -1.8% | +56.7% | -58.5% | -13.4% |
| 5Y | -36.2% | +241.6% | -277.8% | -50.9% |
| 10Y | +143.2% | +20.2% | +123.0% | +101.2% |
| All | +216.0% | +9.2% | +206.8% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling