-1.9%
TRU vs ALC
-16.2%
+14.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | -6.5% | -5.3% | -1.2% | -3.4% |
| 30D | -2.5% | -7.1% | +4.6% | +1.8% |
| 3M | +10.4% | +0.8% | +9.6% | +10.0% |
| 6M | +1.6% | -16.0% | +17.6% | +11.8% |
| YTD | -9.7% | -12.7% | +3.0% | -3.2% |
| 1Y | -17.3% | -12.8% | -4.4% | -11.4% |
| All | -1.9% | -16.2% | +14.3% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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