-13.6%
TRU vs ALK
-35.4%
+21.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -9.4% | -3.1% | -6.3% | -8.7% |
| 30D | -4.1% | -17.1% | +13.0% | +0.2% |
| 3M | +13.6% | -3.8% | +17.3% | +13.6% |
| 6M | +3.6% | -5.3% | +8.8% | +2.7% |
| YTD | -9.8% | -20.3% | +10.4% | -7.7% |
| 1Y | -13.6% | -36.0% | +22.3% | -3.3% |
| All | -13.6% | -35.4% | +21.7% | -3.3% |
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