+37.6%
XLC vs TRU
-36.4%
+74.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.4% | -6.5% | +5.1% | +0.5% |
| 30D | -0.9% | -2.5% | +1.6% | -0.3% |
| 3M | -0.3% | +10.4% | -10.7% | -3.7% |
| 6M | -5.2% | +1.6% | -6.8% | -6.6% |
| YTD | -5.3% | -9.7% | +4.4% | -3.9% |
| 1Y | -2.8% | -17.3% | +14.4% | +0.8% |
| 3Y | +71.2% | -1.8% | +73.0% | +62.0% |
| 5Y | +37.6% | -36.2% | +73.8% | +55.3% |
| All | +37.6% | -36.4% | +74.0% | +55.3% |
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 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