+150.2%
XLE vs TRU
-25.5%
+175.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.2% |
| 7D | -7.9% | +4.9% | -12.8% | -8.5% |
| 30D | -4.8% | +26.9% | -31.7% | -7.9% |
| 3M | +8.4% | +4.0% | +4.3% | +7.4% |
| 6M | +12.7% | +15.8% | -3.1% | +9.6% |
| YTD | +41.3% | -2.6% | +43.9% | +40.5% |
| 1Y | +42.3% | +3.9% | +38.4% | +39.8% |
| 3Y | +65.1% | +59.2% | +5.9% | +49.4% |
| 5Y | +150.2% | -25.7% | +175.9% | +153.5% |
| All | +150.2% | -25.5% | +175.7% | +153.5% |
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