+20.7%
XLK vs TRU
+2.1%
+18.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | +0.1% |
| 7D | -7.6% | +10.5% | -18.1% | -7.4% |
| 30D | -12.2% | +28.7% | -40.8% | -12.3% |
| 3M | -5.5% | +0.7% | -6.1% | -5.2% |
| 6M | +9.2% | +19.3% | -10.2% | +7.8% |
| YTD | +23.0% | -3.7% | +26.8% | +23.0% |
| 1Y | +20.7% | +3.4% | +17.3% | +20.2% |
| All | +20.7% | +2.1% | +18.6% | +20.2% |
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