-45.1%
ALB vs TRU
-36.4%
-8.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.5% |
| 7D | -8.6% | -6.5% | -2.1% | -6.0% |
| 30D | -4.0% | -2.5% | -1.5% | -3.3% |
| 3M | -17.4% | +10.4% | -27.7% | -22.6% |
| 6M | -25.4% | +1.6% | -27.0% | -27.9% |
| YTD | -10.5% | -9.7% | -0.8% | -10.3% |
| 1Y | +75.8% | -17.3% | +93.1% | +83.1% |
| 3Y | -28.5% | -1.8% | -26.7% | -34.5% |
| 5Y | -45.1% | -36.2% | -8.9% | -25.9% |
| All | -45.1% | -36.4% | -8.7% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling