+136.2%
XLP vs TRU
+182.8%
-46.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | +0.2% |
| 30D | +8.2% | +20.2% | -12.0% | +4.7% |
| 3M | +7.7% | +2.2% | +5.5% | +7.0% |
| 6M | +9.3% | +17.6% | -8.3% | +5.7% |
| YTD | +19.5% | -5.0% | +24.4% | +19.0% |
| 1Y | +21.0% | -1.0% | +22.0% | +19.5% |
| 3Y | +43.2% | +56.5% | -13.3% | +24.2% |
| 5Y | +42.7% | -26.2% | +68.9% | +43.6% |
| All | +136.2% | +182.8% | -46.6% | +87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling