+66.2%
NDAQ vs TRU
-26.5%
+92.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.7% |
| 3M | +11.5% | +0.2% | +11.3% | +10.9% |
| 6M | +21.1% | +22.4% | -1.3% | +12.5% |
| YTD | +12.8% | -4.8% | +17.6% | +12.6% |
| 1Y | +25.7% | -0.2% | +25.9% | +23.6% |
| 3Y | +116.8% | +57.9% | +58.9% | +79.3% |
| All | +66.2% | -26.5% | +92.7% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling