+181.3%
XLE vs TRU
+146.7%
+34.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.3% | -6.5% | +6.8% | +2.1% |
| 30D | +8.5% | -2.5% | +11.0% | +9.1% |
| 3M | +14.6% | +10.4% | +4.3% | +10.4% |
| 6M | +17.6% | +1.6% | +15.9% | +14.9% |
| YTD | +48.1% | -9.7% | +57.8% | +48.9% |
| 1Y | +53.8% | -17.3% | +71.0% | +58.0% |
| 3Y | +56.2% | -1.8% | +58.0% | +43.9% |
| 5Y | +227.7% | -36.2% | +263.9% | +255.6% |
| 10Y | +181.3% | +143.2% | +38.1% | +103.8% |
| All | +181.3% | +146.7% | +34.6% | +103.8% |
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