+160.1%
XLE vs TRU
+247.4%
-87.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -4.0% | +24.3% | -28.3% | -10.2% |
| 3M | +4.6% | +2.3% | +2.3% | +3.0% |
| 6M | +12.3% | +17.7% | -5.4% | +5.0% |
| YTD | +44.5% | -3.8% | +48.3% | +41.6% |
| 1Y | +42.4% | -0.3% | +42.7% | +37.7% |
| 3Y | +67.0% | +58.4% | +8.6% | +30.2% |
| 5Y | +161.9% | -24.0% | +185.9% | +159.7% |
| 10Y | +173.9% | +187.9% | -14.1% | +62.6% |
| All | +160.1% | +247.4% | -87.3% | +46.4% |
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