-11.4%
TRU vs ABCL
-80.4%
+69.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.4% |
| 7D | 0.0% | -2.7% | +2.6% | +0.1% |
| 30D | +24.3% | -5.4% | +29.7% | +24.3% |
| 3M | +2.3% | +22.4% | -20.1% | -1.5% |
| 6M | +17.7% | +127.6% | -109.9% | +2.8% |
| YTD | -3.8% | +249.4% | -253.2% | -21.5% |
| 1Y | -0.3% | +198.0% | -198.3% | -17.1% |
| 3Y | +58.4% | +195.8% | -137.4% | +24.6% |
| 5Y | -24.0% | -20.6% | -3.4% | -35.7% |
| All | -11.4% | -80.4% | +69.0% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling