+9.1%
XLF vs TRU
-7.3%
+16.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.3% |
| 7D | 0.0% | -6.8% | +6.8% | +1.3% |
| 30D | +0.2% | 0.0% | +0.1% | +0.1% |
| 3M | +11.7% | +13.3% | -1.6% | +8.6% |
| 6M | +13.8% | +3.4% | +10.4% | +12.0% |
| YTD | +7.0% | -6.4% | +13.4% | +6.7% |
| 1Y | +9.1% | -9.7% | +18.8% | +8.3% |
| All | +9.1% | -7.3% | +16.4% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling