-1.9%
TRU vs ACM
-22.3%
+20.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.9% |
| 7D | -6.5% | -3.7% | -2.8% | -4.5% |
| 30D | -2.5% | -12.7% | +10.2% | +4.3% |
| 3M | +10.4% | -9.8% | +20.2% | +15.8% |
| 6M | +1.6% | -31.4% | +33.0% | +25.2% |
| YTD | -9.7% | -32.1% | +22.4% | +10.9% |
| 1Y | -17.3% | -47.8% | +30.6% | +19.3% |
| All | -1.9% | -22.3% | +20.4% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling