+112.5%
NET vs TRU
-33.8%
+146.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +4.0% | +2.2% |
| 7D | -7.0% | -6.8% | -0.2% | -2.4% |
| 30D | -4.8% | 0.0% | -4.8% | -5.2% |
| 3M | +3.8% | +13.3% | -9.5% | -7.2% |
| 6M | +50.0% | +3.4% | +46.6% | +42.8% |
| YTD | +41.5% | -6.4% | +47.9% | +42.5% |
| 1Y | +32.8% | -9.7% | +42.5% | +34.1% |
| 3Y | +335.9% | +0.1% | +335.7% | +268.5% |
| All | +112.5% | -33.8% | +146.2% | +225.2% |
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