+145.7%
TRU vs ACM
+134.0%
+11.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -2.7% | -4.6% | +1.9% | -0.5% |
| 30D | -2.0% | +4.1% | -6.1% | -4.1% |
| 3M | +18.4% | -8.3% | +26.7% | +22.6% |
| 6M | +8.9% | -30.1% | +38.9% | +27.7% |
| YTD | -8.9% | -32.6% | +23.7% | +8.3% |
| 1Y | -15.9% | -49.6% | +33.7% | +14.3% |
| 3Y | -1.1% | -23.0% | +22.0% | +9.4% |
| 5Y | -35.2% | +2.0% | -37.2% | -36.9% |
| All | +145.7% | +134.0% | +11.6% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling