+39.6%
XLC vs TRU
-25.2%
+64.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.6% |
| 7D | +3.1% | -2.2% | +5.3% | +3.7% |
| 30D | -4.2% | +20.2% | -24.4% | -9.4% |
| 3M | -2.1% | +2.2% | -4.4% | -3.4% |
| 6M | -6.6% | +17.6% | -24.2% | -12.0% |
| YTD | -7.8% | -5.0% | -2.8% | -8.3% |
| 1Y | -4.1% | -1.0% | -3.1% | -6.0% |
| 3Y | +62.6% | +56.5% | +6.1% | +28.4% |
| 5Y | +39.6% | -26.2% | +65.9% | +49.2% |
| All | +39.6% | -25.2% | +64.8% | +49.2% |
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