-9.7%
TRU vs ABCL
+186.8%
-196.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.8% |
| 7D | -6.8% | +0.7% | -7.5% | -6.8% |
| 30D | 0.0% | +93.1% | -93.0% | -6.2% |
| 3M | +13.3% | +79.4% | -66.1% | +6.8% |
| 6M | +3.4% | +214.9% | -211.4% | -9.8% |
| YTD | -6.4% | +234.2% | -240.6% | -19.2% |
| 1Y | -9.7% | +174.8% | -184.5% | -21.2% |
| All | -9.7% | +186.8% | -196.5% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling