-36.0%
TRU vs ABCL
-39.9%
+3.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 3M | +13.0% | +111.1% | -98.1% | -2.2% |
| 6M | +0.7% | +231.6% | -230.9% | -20.4% |
| YTD | -9.0% | +234.5% | -243.5% | -29.0% |
| 1Y | -16.3% | +174.3% | -190.7% | -33.5% |
| 3Y | -1.1% | +111.5% | -112.5% | -23.3% |
| 5Y | -36.0% | -37.3% | +1.3% | -45.2% |
| All | -36.0% | -39.9% | +3.9% | -45.2% |
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 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