+50.3%
NDAQ vs TRU
-36.7%
+87.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.8% | -9.4% | +2.6% | -3.8% |
| 30D | -3.2% | -4.1% | +0.9% | -2.0% |
| 3M | +6.5% | +13.6% | -7.1% | +1.9% |
| 6M | +5.7% | +3.6% | +2.2% | +3.7% |
| YTD | -4.6% | -9.8% | +5.2% | -2.7% |
| 1Y | -1.6% | -13.6% | +12.1% | +1.3% |
| 3Y | +86.4% | -2.0% | +88.4% | +79.6% |
| 5Y | +50.3% | -35.8% | +86.1% | +78.3% |
| All | +50.3% | -36.7% | +87.0% | +78.3% |
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 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