+186.5%
TRU vs ALK
-42.3%
+228.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.4% |
| 7D | 0.0% | +2.6% | -2.6% | -1.0% |
| 30D | +24.3% | +7.8% | +16.4% | +20.7% |
| 3M | +2.3% | -15.2% | +17.5% | +7.5% |
| 6M | +17.7% | +5.0% | +12.6% | +13.3% |
| YTD | -3.8% | -18.4% | +14.6% | -0.7% |
| 1Y | -0.3% | -2.4% | +2.1% | -3.8% |
| 3Y | +58.4% | +19.8% | +38.7% | +36.6% |
| 5Y | -24.0% | -27.8% | +3.8% | -23.8% |
| All | +186.5% | -42.3% | +228.8% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling