-36.2%
TRU vs ALC
-17.4%
-18.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.1% |
| 7D | -6.5% | -5.3% | -1.2% | -3.2% |
| 30D | -2.5% | -7.1% | +4.6% | +2.1% |
| 3M | +10.4% | +0.8% | +9.6% | +9.9% |
| 6M | +1.6% | -16.0% | +17.6% | +12.3% |
| YTD | -9.7% | -12.7% | +3.0% | -2.8% |
| 1Y | -17.3% | -12.8% | -4.4% | -11.0% |
| 3Y | -1.8% | -15.8% | +14.0% | +5.8% |
| 5Y | -36.2% | -16.7% | -19.6% | -35.4% |
| All | -36.2% | -17.4% | -18.8% | -35.4% |
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