+225.7%
XLE vs TRU
-35.2%
+260.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.5% |
| 7D | 0.0% | -7.2% | +7.2% | +1.0% |
| 30D | +12.6% | -2.8% | +15.5% | +13.0% |
| 3M | +11.8% | +13.0% | -1.2% | +9.4% |
| 6M | +16.1% | +0.7% | +15.4% | +15.2% |
| YTD | +46.9% | -9.0% | +55.9% | +47.7% |
| 1Y | +53.3% | -16.3% | +69.6% | +56.0% |
| 3Y | +54.9% | -1.1% | +56.0% | +50.5% |
| 5Y | +225.7% | -36.0% | +261.7% | +247.9% |
| All | +225.7% | -35.2% | +260.9% | +247.9% |
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