+136.0%
XLC vs TRU
+19.7%
+116.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -1.9% | +21.3% | -23.2% | -8.6% |
| 3M | -3.1% | +0.2% | -3.3% | -4.0% |
| 6M | -6.4% | +22.4% | -28.7% | -14.0% |
| YTD | -6.8% | -4.8% | -2.0% | -7.7% |
| 1Y | -1.7% | -0.2% | -1.5% | -4.5% |
| 3Y | +64.7% | +57.9% | +6.8% | +25.2% |
| 5Y | +41.1% | -26.1% | +67.2% | +43.8% |
| All | +136.0% | +19.7% | +116.3% | +77.7% |
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