+0.3%
TRU vs ALK
-2.7%
+2.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | 0.0% | +2.6% | -2.6% | -0.8% |
| 30D | +24.3% | +7.8% | +16.4% | +21.5% |
| 3M | +2.3% | -15.2% | +17.5% | +5.6% |
| 6M | +17.7% | +5.0% | +12.6% | +13.9% |
| YTD | -3.8% | -18.4% | +14.6% | -3.0% |
| All | +0.3% | -2.7% | +2.9% | -5.1% |
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