+3.4%
TRU vs ALK
-1.1%
+4.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.8% | -4.2% | +2.4% |
| 7D | +10.5% | +12.4% | -1.9% | +7.3% |
| 30D | +28.7% | +2.1% | +26.6% | +27.5% |
| 3M | +0.7% | -23.9% | +24.5% | +6.7% |
| 6M | +19.3% | +8.2% | +11.1% | +14.8% |
| YTD | -3.7% | -20.5% | +16.7% | -2.3% |
| 1Y | +3.4% | -1.0% | +4.4% | -1.7% |
| All | +3.4% | -1.1% | +4.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling