-35.7%
TRU vs ACM
+1.3%
-37.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +1.0% |
| 7D | -6.5% | -3.7% | -2.8% | -4.4% |
| 30D | -2.5% | -12.7% | +10.2% | +4.6% |
| 3M | +10.4% | -9.8% | +20.2% | +16.1% |
| 6M | +1.6% | -31.4% | +33.0% | +25.7% |
| YTD | -9.7% | -32.1% | +22.4% | +11.5% |
| 1Y | -17.3% | -47.8% | +30.6% | +19.6% |
| 3Y | -1.8% | -22.1% | +20.3% | +5.9% |
| All | -35.7% | +1.3% | -37.0% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling