+154.2%
XLE vs TRU
+251.7%
-97.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | -7.9% | +4.9% | -12.8% | -9.2% |
| 30D | -4.8% | +26.9% | -31.7% | -11.5% |
| 3M | +8.4% | +4.0% | +4.3% | +6.1% |
| 6M | +12.7% | +15.8% | -3.1% | +5.8% |
| YTD | +41.3% | -2.6% | +43.9% | +38.0% |
| 1Y | +42.3% | +3.9% | +38.4% | +35.8% |
| 3Y | +65.1% | +59.2% | +5.9% | +28.6% |
| 5Y | +150.2% | -25.7% | +175.9% | +151.4% |
| 10Y | +163.9% | +179.3% | -15.4% | +58.6% |
| All | +154.2% | +251.7% | -97.5% | +42.6% |
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 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