+74.2%
XLF vs TRU
-1.3%
+75.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -1.5% | -2.7% | +1.3% | -0.9% |
| 30D | -1.2% | -2.0% | +0.9% | -0.8% |
| 3M | +9.2% | +18.4% | -9.3% | +4.9% |
| 6M | +16.3% | +8.9% | +7.5% | +13.4% |
| YTD | +5.4% | -8.9% | +14.4% | +6.3% |
| 1Y | +7.6% | -15.9% | +23.5% | +10.0% |
| 3Y | +74.2% | -1.1% | +75.3% | +78.5% |
| All | +74.2% | -1.3% | +75.5% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling