+247.9%
XLF vs TRU
+226.0%
+21.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.0% | -6.5% | +5.4% | +1.2% |
| 30D | -1.3% | -2.5% | +1.2% | -0.6% |
| 3M | +9.1% | +10.4% | -1.2% | +4.6% |
| 6M | +14.4% | +1.6% | +12.7% | +12.1% |
| YTD | +5.1% | -9.7% | +14.8% | +6.6% |
| 1Y | +8.6% | -17.3% | +25.9% | +13.0% |
| 3Y | +74.4% | -1.8% | +76.3% | +60.9% |
| 5Y | +64.4% | -36.2% | +100.6% | +77.9% |
| 10Y | +251.6% | +143.2% | +108.4% | +133.0% |
| All | +247.9% | +226.0% | +21.9% | +115.3% |
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 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