+163.9%
XLB vs TRU
+238.0%
-74.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +1.6% |
| 7D | -1.4% | -6.8% | +5.4% | +0.8% |
| 30D | -0.4% | 0.0% | -0.4% | -0.6% |
| 3M | +2.0% | +13.3% | -11.3% | -2.8% |
| 6M | +1.8% | +3.4% | -1.6% | -0.7% |
| YTD | +16.6% | -6.4% | +23.0% | +16.4% |
| 1Y | +16.9% | -9.7% | +26.6% | +17.4% |
| 3Y | +32.6% | +0.1% | +32.4% | +22.0% |
| 5Y | +35.6% | -34.0% | +69.7% | +43.7% |
| 10Y | +160.0% | +147.9% | +12.1% | +71.2% |
| All | +163.9% | +238.0% | -74.1% | +60.6% |
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