+158.8%
XLB vs TRU
+144.8%
+14.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.5% | -9.4% | +5.9% | -0.5% |
| 30D | -4.7% | -4.1% | -0.5% | -3.6% |
| 3M | +2.7% | +13.6% | -10.9% | -2.2% |
| 6M | +2.6% | +3.6% | -1.0% | 0.0% |
| YTD | +12.8% | -9.8% | +22.7% | +14.1% |
| 1Y | +14.0% | -13.6% | +27.6% | +16.3% |
| 3Y | +31.5% | -2.0% | +33.4% | +21.7% |
| 5Y | +33.4% | -35.8% | +69.2% | +43.5% |
| All | +158.8% | +144.8% | +14.1% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling