-36.2%
TRU vs ALK
-28.1%
-8.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -6.5% | -3.0% | -3.5% | -5.5% |
| 30D | -2.5% | -14.6% | +12.1% | +3.1% |
| 3M | +10.4% | -10.6% | +20.9% | +13.4% |
| 6M | +1.6% | -6.7% | +8.4% | +1.5% |
| YTD | -9.7% | -19.8% | +10.1% | -5.5% |
| 1Y | -17.3% | -35.2% | +18.0% | -5.9% |
| 3Y | -1.8% | +1.4% | -3.2% | -13.6% |
| 5Y | -36.2% | -30.7% | -5.6% | -38.7% |
| All | -36.2% | -28.1% | -8.1% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling