+233.0%
TRU vs ALM
+603.9%
-370.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | 0.0% |
| 7D | 0.0% | +1.2% | -1.2% | 0.0% |
| 30D | +21.3% | -19.3% | +40.6% | +21.6% |
| 3M | +0.2% | -40.6% | +40.9% | +0.9% |
| 6M | +22.4% | -57.9% | +80.3% | +23.6% |
| YTD | -4.8% | -6.7% | +1.9% | -5.4% |
| 1Y | -0.2% | +20.2% | -20.4% | -1.3% |
| 3Y | +57.9% | +879.4% | -821.5% | +48.7% |
| 5Y | -26.1% | +415.3% | -441.4% | -30.2% |
| 10Y | +184.8% | +2,100.8% | -1,916.0% | +167.3% |
| All | +233.0% | +603.9% | -370.9% | +215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling