+248.8%
XLF vs TRU
+147.2%
+101.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -1.5% | -2.7% | +1.3% | -0.5% |
| 30D | -1.2% | -2.0% | +0.9% | -0.6% |
| 3M | +9.2% | +18.4% | -9.3% | +2.0% |
| 6M | +16.3% | +8.9% | +7.5% | +11.3% |
| YTD | +5.4% | -8.9% | +14.4% | +6.7% |
| 1Y | +7.6% | -15.9% | +23.5% | +11.4% |
| 3Y | +74.2% | -1.1% | +75.3% | +60.3% |
| 5Y | +66.1% | -35.2% | +101.3% | +80.4% |
| All | +248.8% | +147.2% | +101.7% | +156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling