-11.4%
TRU vs ABCL
-79.6%
+68.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | +4.6% | +2.3% | +2.3% | +4.2% |
| 30D | +25.4% | -0.7% | +26.1% | +24.9% |
| 3M | +4.0% | +33.4% | -29.5% | -0.9% |
| 6M | +14.5% | +137.8% | -123.3% | -0.5% |
| YTD | -3.7% | +264.3% | -268.1% | -21.8% |
| 1Y | +2.8% | +209.2% | -206.4% | -14.8% |
| 3Y | +58.5% | +208.4% | -149.9% | +24.1% |
| 5Y | -25.0% | -11.9% | -13.2% | -36.8% |
| All | -11.4% | -79.6% | +68.2% | -27.9% |
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