+81.8%
XLI vs TRU
-35.6%
+117.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -1.7% | -2.7% | +1.1% | -1.0% |
| 30D | -7.3% | -2.0% | -5.2% | -7.0% |
| 3M | -1.3% | +18.4% | -19.8% | -6.2% |
| 6M | +2.2% | +8.9% | -6.6% | -1.1% |
| YTD | +11.7% | -8.9% | +20.6% | +12.5% |
| 1Y | +14.3% | -15.9% | +30.1% | +17.2% |
| 3Y | +70.3% | -1.1% | +71.4% | +62.7% |
| All | +81.8% | -35.6% | +117.4% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling