+45.4%
NU vs TRV
+163.2%
-117.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +10.0% | -1.8% | +11.8% | +10.4% |
| 3M | +29.3% | +21.6% | +7.7% | +23.8% |
| 6M | +0.9% | +22.5% | -21.5% | -3.5% |
| YTD | -10.3% | +28.1% | -38.4% | -15.2% |
| 1Y | -3.2% | +37.0% | -40.2% | -9.8% |
| 3Y | +120.6% | +141.9% | -21.3% | +85.3% |
| All | +45.4% | +163.2% | -117.8% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling