+164.6%
XLB vs TRU
+243.2%
-78.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.7% |
| 30D | +5.3% | +20.2% | -14.9% | -1.2% |
| 3M | 0.0% | +2.2% | -2.2% | -1.5% |
| 6M | +1.2% | +17.6% | -16.4% | -5.4% |
| YTD | +16.9% | -5.0% | +21.8% | +15.5% |
| 1Y | +20.9% | -1.0% | +21.9% | +17.6% |
| 3Y | +43.3% | +56.5% | -13.2% | +12.5% |
| 5Y | +28.3% | -26.2% | +54.5% | +29.4% |
| 10Y | +165.3% | +184.5% | -19.2% | +66.3% |
| All | +164.6% | +243.2% | -78.6% | +59.3% |
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