+35.0%
XLB vs TRU
-36.4%
+71.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.9% | -6.5% | +3.5% | -1.4% |
| 30D | -3.4% | -2.5% | -0.9% | -2.9% |
| 3M | +1.6% | +10.4% | -8.8% | -1.5% |
| 6M | +3.6% | +1.6% | +2.0% | +2.2% |
| YTD | +14.2% | -9.7% | +23.9% | +15.4% |
| 1Y | +15.6% | -17.3% | +32.8% | +19.2% |
| 3Y | +33.1% | -1.8% | +34.9% | +27.5% |
| 5Y | +35.0% | -36.2% | +71.3% | +48.1% |
| All | +35.0% | -36.4% | +71.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling