+218.7%
TRU vs IFF
-3.4%
+222.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.7% | -3.2% | +0.4% | -1.4% |
| 30D | -2.0% | -0.3% | -1.8% | -1.9% |
| 3M | +18.4% | +8.4% | +10.0% | +14.1% |
| 6M | +8.9% | +23.0% | -14.2% | -1.9% |
| YTD | -8.9% | +25.5% | -34.4% | -19.2% |
| 1Y | -15.9% | +29.1% | -44.9% | -26.4% |
| 3Y | -1.1% | +31.7% | -32.7% | -15.6% |
| 5Y | -35.2% | -35.2% | 0.0% | -26.9% |
| 10Y | +145.3% | -20.7% | +166.0% | +136.9% |
| All | +218.7% | -3.4% | +222.1% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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