+236.1%
XEL vs TRU
+226.0%
+10.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.9% | -6.5% | +7.4% | +2.0% |
| 30D | -0.9% | -2.5% | +1.6% | -0.6% |
| 3M | -1.4% | +10.4% | -11.8% | -3.4% |
| 6M | -5.8% | +1.6% | -7.5% | -6.7% |
| YTD | +4.7% | -9.7% | +14.4% | +5.3% |
| 1Y | +9.1% | -17.3% | +26.3% | +11.1% |
| 3Y | +47.8% | -1.8% | +49.7% | +40.5% |
| 5Y | +29.0% | -36.2% | +65.2% | +33.1% |
| 10Y | +154.0% | +143.2% | +10.8% | +105.5% |
| All | +236.1% | +226.0% | +10.1% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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