+227.6%
TRU vs ALK
-31.5%
+259.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.5% | -6.5% |
| 7D | -6.8% | -0.7% | -6.1% | -6.6% |
| 30D | 0.0% | -19.2% | +19.3% | +7.2% |
| 3M | +13.3% | -1.5% | +14.8% | +12.3% |
| 6M | +3.4% | -13.1% | +16.5% | +5.7% |
| YTD | -6.4% | -16.4% | +10.0% | -3.8% |
| 1Y | -9.7% | -33.1% | +23.4% | -0.3% |
| 3Y | +0.1% | +0.6% | -0.5% | -7.6% |
| 5Y | -34.0% | -26.4% | -7.6% | -34.1% |
| 10Y | +147.9% | -34.2% | +182.0% | +112.8% |
| All | +227.6% | -31.5% | +259.1% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling