-27.1%
TRU vs ALC
-9.1%
-18.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -2.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.7% |
| 30D | +21.3% | +16.0% | +5.3% | +10.4% |
| 3M | +0.2% | +0.8% | -0.6% | -0.3% |
| 6M | +22.4% | +16.8% | +5.5% | +10.8% |
| YTD | -4.8% | -5.5% | +0.7% | -2.6% |
| 1Y | -0.2% | -5.3% | +5.1% | +1.9% |
| 3Y | +57.9% | +4.1% | +53.8% | +46.8% |
| All | -27.1% | -9.1% | -18.0% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling