+14.3%
XLI vs TRU
-13.7%
+27.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -1.7% | -2.7% | +1.1% | -1.5% |
| 30D | -7.3% | -2.0% | -5.2% | -7.2% |
| 3M | -1.3% | +18.4% | -19.8% | -3.2% |
| 6M | +2.2% | +8.9% | -6.6% | +1.0% |
| YTD | +11.7% | -8.9% | +20.6% | +11.8% |
| 1Y | +14.3% | -15.9% | +30.1% | +13.6% |
| All | +14.3% | -13.7% | +27.9% | +13.6% |
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