-6.4%
NU vs TRV
+39.8%
-46.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.7% | -2.9% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | +7.8% | +1.7% | +6.1% | +7.6% |
| 3M | +20.9% | +23.9% | -3.0% | +16.0% |
| 6M | +0.9% | +26.3% | -25.4% | -3.4% |
| YTD | -12.7% | +30.8% | -43.5% | -17.8% |
| 1Y | -6.4% | +36.3% | -42.7% | -12.4% |
| All | -6.4% | +39.8% | -46.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling