-1.1%
TRU vs NWSA
+43.3%
-44.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -0.5% |
| 30D | -2.0% | +3.0% | -5.1% | -4.2% |
| 3M | +18.4% | +12.3% | +6.1% | +8.0% |
| 6M | +8.9% | +21.9% | -13.0% | -6.9% |
| YTD | -8.9% | +13.6% | -22.5% | -17.6% |
| 1Y | -15.9% | +0.5% | -16.4% | -16.3% |
| 3Y | -1.1% | +43.8% | -44.8% | -23.3% |
| All | -1.1% | +43.3% | -44.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling