+92.8%
NDAQ vs TRU
-1.4%
+94.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | -2.6% | -7.2% | +4.6% | -0.5% |
| 30D | +0.5% | -2.8% | +3.3% | +1.2% |
| 3M | +9.9% | +13.0% | -3.1% | +5.9% |
| 6M | +8.2% | +0.7% | +7.5% | +7.2% |
| YTD | -1.5% | -9.0% | +7.5% | -0.2% |
| 1Y | +1.3% | -16.3% | +17.6% | +4.5% |
| All | +92.8% | -1.4% | +94.2% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling