+216.0%
TRU vs NWSA
+129.2%
+86.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -6.5% | -3.1% | -3.4% | -4.9% |
| 30D | -2.5% | +4.3% | -6.8% | -4.5% |
| 3M | +10.4% | +9.2% | +1.1% | +5.7% |
| 6M | +1.6% | +21.6% | -19.9% | -7.6% |
| YTD | -9.7% | +14.2% | -23.9% | -15.4% |
| 1Y | -17.3% | +1.8% | -19.0% | -18.2% |
| 3Y | -1.8% | +44.4% | -46.3% | -16.9% |
| 5Y | -36.2% | +41.0% | -77.2% | -46.5% |
| 10Y | +143.2% | +150.0% | -6.8% | +47.4% |
| All | +216.0% | +129.2% | +86.8% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling