-33.8%
TRU vs NWSA
+40.0%
-73.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -0.8% |
| 30D | -2.0% | +3.0% | -5.1% | -3.9% |
| 3M | +18.4% | +12.3% | +6.1% | +9.5% |
| 6M | +8.9% | +21.9% | -13.0% | -4.7% |
| YTD | -8.9% | +13.6% | -22.5% | -16.5% |
| 1Y | -15.9% | +0.5% | -16.4% | -16.6% |
| 3Y | -1.1% | +43.8% | -44.8% | -21.2% |
| All | -33.8% | +40.0% | -73.9% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling