-35.8%
TRU vs SFM
+212.1%
-248.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -9.4% | -8.8% | -0.6% | -7.9% |
| 30D | -4.1% | -14.5% | +10.3% | -1.4% |
| 3M | +13.6% | -16.8% | +30.4% | +17.1% |
| 6M | +3.6% | -5.3% | +8.9% | +3.1% |
| YTD | -9.8% | -9.4% | -0.4% | -9.5% |
| 1Y | -13.6% | -46.2% | +32.5% | -3.5% |
| 3Y | -2.0% | +81.3% | -83.2% | -13.8% |
| 5Y | -35.8% | +211.9% | -247.7% | -48.6% |
| All | -35.8% | +212.1% | -248.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling