+47.7%
XLE vs TRU
+0.8%
+46.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -3.9% | +21.3% | -25.3% | -2.5% |
| 3M | +7.0% | +0.2% | +6.8% | +7.0% |
| 6M | +14.2% | +22.4% | -8.2% | +16.2% |
| YTD | +48.2% | -4.8% | +53.0% | +52.7% |
| 1Y | +47.7% | -0.2% | +47.9% | +50.6% |
| All | +47.7% | +0.8% | +46.9% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling