-14.1%
ALB vs TRU
+58.0%
-72.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -4.5% | +21.3% | -25.8% | -12.0% |
| 3M | -28.1% | +0.2% | -28.3% | -28.8% |
| 6M | -53.2% | +22.4% | -75.6% | -58.3% |
| YTD | -33.3% | -4.8% | -28.5% | -34.5% |
| 1Y | -17.4% | -0.2% | -17.2% | -21.3% |
| 3Y | -14.1% | +57.9% | -72.1% | -60.0% |
| All | -14.1% | +58.0% | -72.1% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling