+104.7%
TNA vs TRU
-1.3%
+105.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | -7.3% | -2.7% | -4.5% | -5.2% |
| 30D | -14.2% | -2.0% | -12.1% | -13.5% |
| 3M | -4.6% | +18.4% | -23.0% | -19.8% |
| 6M | +36.9% | +8.9% | +28.1% | +22.1% |
| YTD | +42.5% | -8.9% | +51.5% | +45.3% |
| 1Y | +45.8% | -15.9% | +61.6% | +59.3% |
| 3Y | +104.7% | -1.1% | +105.7% | +130.0% |
| All | +104.7% | -1.3% | +105.9% | +130.0% |
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