+227.6%
TRU vs SFM
+191.0%
+36.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.8% | -6.4% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | 0.0% | -4.4% | +4.4% | +0.5% |
| 3M | +13.3% | +1.5% | +11.8% | +12.5% |
| 6M | +3.4% | +6.5% | -3.0% | +1.5% |
| YTD | -6.4% | +2.2% | -8.6% | -7.7% |
| 1Y | -9.7% | -41.9% | +32.2% | -3.5% |
| 3Y | +0.1% | +106.8% | -106.6% | -10.0% |
| 5Y | -34.0% | +231.6% | -265.6% | -44.7% |
| 10Y | +147.9% | +258.4% | -110.6% | +99.4% |
| All | +227.6% | +191.0% | +36.6% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling