+40.3%
TNA vs TRU
+225.6%
-185.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -7.6% | -9.4% | +1.8% | +3.0% |
| 30D | -13.6% | -4.1% | -9.5% | -10.6% |
| 3M | +2.8% | +13.6% | -10.8% | -16.4% |
| 6M | +34.5% | +3.6% | +30.9% | +19.5% |
| YTD | +41.0% | -9.8% | +50.8% | +41.7% |
| 1Y | +52.0% | -13.6% | +65.7% | +58.5% |
| 3Y | +103.5% | -2.0% | +105.4% | +72.7% |
| 5Y | -22.5% | -35.8% | +13.3% | +27.6% |
| 10Y | +81.9% | +142.9% | -61.0% | -5.6% |
| All | +40.3% | +225.6% | -185.3% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling