+37.9%
NTR vs TRU
-1.3%
+39.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -1.1% |
| 30D | +16.8% | -2.0% | +18.8% | +16.9% |
| 3M | +20.7% | +18.4% | +2.3% | +19.1% |
| 6M | +0.5% | +8.9% | -8.3% | -0.4% |
| YTD | +29.2% | -8.9% | +38.1% | +30.2% |
| 1Y | +39.6% | -15.9% | +55.5% | +42.0% |
| 3Y | +37.9% | -1.1% | +39.0% | +45.9% |
| All | +37.9% | -1.3% | +39.2% | +45.9% |
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