+143.7%
XLC vs TRU
+14.5%
+129.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +2.1% | -2.0% | +4.2% | +2.7% |
| 3M | +0.7% | +18.4% | -17.8% | -5.6% |
| 6M | -3.2% | +8.9% | -12.1% | -7.2% |
| YTD | -3.8% | -8.9% | +5.1% | -2.6% |
| 1Y | -2.0% | -15.9% | +13.8% | +1.4% |
| 3Y | +71.4% | -1.1% | +72.4% | +57.1% |
| 5Y | +40.7% | -35.2% | +75.9% | +52.2% |
| All | +143.7% | +14.5% | +129.2% | +87.6% |
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 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