+218.5%
TRU vs ALM
+1,537.3%
-1,318.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.8% | -11.6% | -2.9% |
| 7D | -7.2% | +8.4% | -15.6% | -7.3% |
| 30D | -2.8% | +34.8% | -37.7% | -3.3% |
| 3M | +13.0% | +16.2% | -3.2% | +12.6% |
| 6M | +0.7% | +2.1% | -1.5% | +0.3% |
| YTD | -9.0% | +117.0% | -126.0% | -10.5% |
| 1Y | -16.3% | +313.9% | -330.2% | -18.9% |
| 3Y | -1.1% | +2,327.9% | -2,329.0% | -8.1% |
| 5Y | -36.0% | +1,040.6% | -1,076.6% | -40.1% |
| 10Y | +139.9% | +3,219.4% | -3,079.6% | +122.0% |
| All | +218.5% | +1,537.3% | -1,318.9% | +198.4% |
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