-1.1%
TRU vs ABCL
+105.4%
-106.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -7.2% | +1.4% | -8.6% | -7.4% |
| 30D | -2.8% | +65.1% | -67.9% | -10.5% |
| 3M | +13.0% | +111.1% | -98.1% | -0.8% |
| 6M | +0.7% | +231.6% | -230.9% | -19.0% |
| YTD | -9.0% | +234.5% | -243.5% | -27.6% |
| 1Y | -16.3% | +174.3% | -190.7% | -32.3% |
| 3Y | -1.1% | +111.5% | -112.5% | -24.5% |
| All | -1.1% | +105.4% | -106.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling