+218.7%
TRU vs NTRS
+225.8%
-7.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -2.7% | +1.4% | -4.1% | -3.4% |
| 30D | -2.0% | -0.7% | -1.4% | -1.8% |
| 3M | +18.4% | +11.3% | +7.1% | +11.3% |
| 6M | +8.9% | +35.5% | -26.7% | -8.3% |
| YTD | -8.9% | +40.6% | -49.5% | -24.8% |
| 1Y | -15.9% | +49.2% | -65.1% | -33.0% |
| 3Y | -1.1% | +167.2% | -168.3% | -42.0% |
| 5Y | -35.2% | +94.9% | -130.1% | -56.5% |
| 10Y | +145.3% | +259.5% | -114.2% | +13.7% |
| All | +218.7% | +225.8% | -7.1% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling