+17.7%
TRU vs ABCL
+127.5%
-109.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.2% |
| 7D | +4.6% | +2.3% | +2.3% | +4.6% |
| 30D | +25.4% | -0.7% | +26.1% | +25.6% |
| 3M | +4.0% | +33.4% | -29.5% | +2.4% |
| All | +17.7% | +127.5% | -109.7% | +9.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling