+74.0%
ALB vs TRU
+147.2%
-73.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.9% |
| 7D | -6.6% | -2.7% | -3.9% | -5.4% |
| 30D | -8.1% | -2.0% | -6.1% | -7.5% |
| 3M | -25.7% | +18.4% | -44.1% | -33.1% |
| 6M | -29.5% | +8.9% | -38.3% | -34.5% |
| YTD | -16.2% | -8.9% | -7.3% | -16.7% |
| 1Y | +59.2% | -15.9% | +75.1% | +63.9% |
| 3Y | -33.7% | -1.1% | -32.6% | -40.5% |
| 5Y | -48.1% | -35.2% | -12.9% | -41.7% |
| All | +74.0% | +147.2% | -73.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling