+279.5%
XLI vs TRU
+226.0%
+53.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -0.6% | -6.5% | +5.9% | +1.5% |
| 30D | -6.9% | -2.5% | -4.4% | -6.4% |
| 3M | -1.9% | +10.4% | -12.3% | -6.1% |
| 6M | +1.0% | +1.6% | -0.6% | -1.1% |
| YTD | +11.3% | -9.7% | +21.0% | +12.4% |
| 1Y | +15.8% | -17.3% | +33.1% | +19.7% |
| 3Y | +69.8% | -1.8% | +71.6% | +56.7% |
| 5Y | +80.9% | -36.2% | +117.1% | +94.5% |
| 10Y | +257.2% | +143.2% | +114.0% | +143.2% |
| All | +279.5% | +226.0% | +53.4% | +144.0% |
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