+884.5%
XLK vs TRU
+225.6%
+658.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -9.4% | +9.0% | +3.3% |
| 30D | -0.5% | -4.1% | +3.6% | +0.8% |
| 3M | +5.0% | +13.6% | -8.6% | -1.8% |
| 6M | +32.9% | +3.6% | +29.3% | +28.0% |
| YTD | +29.0% | -9.8% | +38.8% | +30.0% |
| 1Y | +37.8% | -13.6% | +51.5% | +40.1% |
| 3Y | +118.7% | -2.0% | +120.6% | +98.9% |
| 5Y | +145.6% | -35.8% | +181.4% | +165.0% |
| 10Y | +791.5% | +142.9% | +648.6% | +473.6% |
| All | +884.5% | +225.6% | +658.9% | +491.0% |
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