-13.6%
TRU vs ACM
-48.9%
+35.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.5% |
| 7D | -9.4% | -5.9% | -3.5% | -7.5% |
| 30D | -4.1% | -6.2% | +2.1% | -2.3% |
| 3M | +13.6% | -7.9% | +21.5% | +16.2% |
| 6M | +3.6% | -30.6% | +34.2% | +15.6% |
| YTD | -9.8% | -33.3% | +23.5% | +2.0% |
| 1Y | -13.6% | -49.2% | +35.5% | -2.2% |
| All | -13.6% | -48.9% | +35.2% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling