+3.4%
TRU vs ALM
+44.8%
-41.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.4% | +4.6% |
| 7D | +10.5% | -6.4% | +16.9% | +10.4% |
| 30D | +28.7% | -35.0% | +63.7% | +27.8% |
| 3M | +0.7% | -33.8% | +34.5% | +0.2% |
| 6M | +19.3% | -55.0% | +74.3% | +18.9% |
| YTD | -3.7% | -0.2% | -3.5% | +1.8% |
| 1Y | +3.4% | +41.8% | -38.4% | +9.2% |
| All | +3.4% | +44.8% | -41.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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