-13.8%
TRU vs ABCL
-81.3%
+67.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.8% |
| 7D | -6.8% | +0.7% | -7.5% | -6.8% |
| 30D | 0.0% | +93.1% | -93.0% | -8.8% |
| 3M | +13.3% | +79.4% | -66.1% | +3.5% |
| 6M | +3.4% | +214.9% | -211.4% | -12.9% |
| YTD | -6.4% | +234.2% | -240.6% | -22.4% |
| 1Y | -9.7% | +174.8% | -184.5% | -24.1% |
| 3Y | +0.1% | +104.5% | -104.3% | -17.6% |
| 5Y | -34.0% | -39.0% | +5.0% | -43.5% |
| All | -13.8% | -81.3% | +67.4% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling