+218.5%
TRU vs SFM
+172.1%
+46.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -1.8% |
| 7D | -7.2% | -5.8% | -1.4% | -6.4% |
| 30D | -2.8% | -11.4% | +8.5% | -1.2% |
| 3M | +13.0% | -12.2% | +25.2% | +14.7% |
| 6M | +0.7% | -5.2% | +5.8% | +0.5% |
| YTD | -9.0% | -4.5% | -4.5% | -9.4% |
| 1Y | -16.3% | -45.4% | +29.1% | -9.8% |
| 3Y | -1.1% | +91.1% | -92.1% | -10.0% |
| 5Y | -36.0% | +226.8% | -262.8% | -46.1% |
| 10Y | +139.9% | +291.9% | -152.0% | +90.3% |
| All | +218.5% | +172.1% | +46.4% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling