-25.2%
TRU vs ABCL
-8.0%
-17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +4.4% | +2.3% | +2.1% | +3.9% |
| 30D | +25.2% | -0.7% | +25.9% | +24.5% |
| 3M | +3.8% | +33.4% | -29.6% | -2.5% |
| 6M | +14.3% | +137.8% | -123.5% | -5.2% |
| YTD | -3.9% | +264.3% | -268.2% | -27.4% |
| 1Y | +2.6% | +209.2% | -206.6% | -20.3% |
| 3Y | +58.3% | +208.4% | -150.2% | +12.7% |
| 5Y | -25.2% | -11.9% | -13.3% | -37.4% |
| All | -25.2% | -8.0% | -17.2% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling