-33.8%
TRU vs ALM
+839.2%
-873.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.1% |
| 7D | -2.7% | -11.8% | +9.1% | -2.6% |
| 30D | -2.0% | +7.8% | -9.8% | -2.2% |
| 3M | +18.4% | -9.3% | +27.7% | +18.5% |
| 6M | +8.9% | -30.5% | +39.3% | +9.2% |
| YTD | -8.9% | +75.8% | -84.8% | -10.7% |
| 1Y | -15.9% | +241.2% | -257.1% | -19.4% |
| 3Y | -1.1% | +1,872.6% | -1,873.7% | -11.9% |
| All | -33.8% | +839.2% | -873.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling