+3.4%
TRU vs NWSA
+18.2%
-14.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.8% | +1.7% |
| 7D | +10.5% | +4.3% | +6.3% | +7.1% |
| 30D | +28.7% | +5.6% | +23.1% | +24.3% |
| 3M | +0.7% | +7.3% | -6.6% | -4.2% |
| 6M | +19.3% | +18.8% | +0.5% | +5.7% |
| YTD | -3.7% | +17.9% | -21.6% | -11.9% |
| 1Y | +3.4% | +19.3% | -15.9% | -6.0% |
| All | +3.4% | +18.2% | -14.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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