+161.4%
XLE vs TRU
+238.0%
-76.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.9% | +5.1% | +0.8% |
| 7D | +2.2% | -6.8% | +9.0% | +4.2% |
| 30D | +11.8% | 0.0% | +11.7% | +11.5% |
| 3M | +9.8% | +13.3% | -3.5% | +4.9% |
| 6M | +15.6% | +3.4% | +12.1% | +12.4% |
| YTD | +45.3% | -6.4% | +51.6% | +44.5% |
| 1Y | +48.3% | -9.7% | +58.0% | +48.2% |
| 3Y | +55.4% | +0.1% | +55.3% | +42.2% |
| 5Y | +216.1% | -34.0% | +250.1% | +235.8% |
| 10Y | +178.4% | +147.9% | +30.5% | +75.5% |
| All | +161.4% | +238.0% | -76.6% | +49.4% |
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