+32.6%
NET vs TRU
-26.0%
+58.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.1% | -5.5% |
| 7D | -16.4% | +10.5% | -26.9% | -22.0% |
| 30D | -25.8% | +28.7% | -54.5% | -38.6% |
| 3M | -11.5% | +0.7% | -12.2% | -14.4% |
| 6M | +18.9% | +19.3% | -0.4% | -0.1% |
| YTD | +35.2% | -3.7% | +39.0% | +30.3% |
| 1Y | +14.5% | +3.4% | +11.0% | +3.8% |
| 3Y | +313.8% | +66.0% | +247.8% | +108.7% |
| 5Y | +32.6% | -25.9% | +58.5% | +69.6% |
| All | +32.6% | -26.0% | +58.6% | +69.6% |
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