+488.5%
NDAQ vs TRU
+183.1%
+305.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.3% | 0.0% | +1.2% | +1.2% |
| 30D | +18.0% | +21.3% | -3.4% | +9.7% |
| 3M | +11.5% | +0.2% | +11.3% | +10.7% |
| 6M | +21.1% | +22.4% | -1.3% | +11.2% |
| YTD | +12.8% | -4.8% | +17.6% | +12.6% |
| 1Y | +25.7% | -0.2% | +25.9% | +23.2% |
| 3Y | +116.8% | +57.9% | +58.9% | +71.0% |
| 5Y | +67.3% | -26.1% | +93.4% | +71.8% |
| All | +488.5% | +183.1% | +305.4% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling