+227.6%
TRU vs ACM
+101.2%
+126.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.6% | -5.8% |
| 7D | -6.8% | -3.7% | -3.0% | -5.0% |
| 30D | 0.0% | -11.1% | +11.1% | +5.1% |
| 3M | +13.3% | -8.0% | +21.3% | +17.0% |
| 6M | +3.4% | -29.7% | +33.1% | +20.9% |
| YTD | -6.4% | -29.4% | +23.0% | +8.8% |
| 1Y | -9.7% | -46.4% | +36.7% | +18.8% |
| 3Y | +0.1% | -22.3% | +22.5% | +10.2% |
| 5Y | -34.0% | +4.5% | -38.5% | -36.7% |
| 10Y | +147.9% | +127.6% | +20.2% | +61.4% |
| All | +227.6% | +101.2% | +126.4% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling