+4.8%
TRU vs NTRS
+37.4%
-32.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.7% | +2.5% |
| 7D | +9.8% | -0.9% | +10.7% | +10.1% |
| 30D | +30.7% | +1.1% | +29.6% | +29.8% |
| 3M | +3.8% | -6.6% | +10.4% | +6.0% |
| 6M | +21.9% | +7.1% | +14.8% | +14.8% |
| YTD | -2.8% | +27.4% | -30.2% | -19.1% |
| 1Y | +4.8% | +36.5% | -31.7% | -17.1% |
| All | +4.8% | +37.4% | -32.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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