+135.4%
XLP vs TRU
+174.2%
-38.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | +2.3% | +4.6% | -2.2% | +1.6% |
| 30D | +9.1% | +25.4% | -16.3% | +4.8% |
| 3M | +7.9% | +4.0% | +3.9% | +6.8% |
| 6M | +9.6% | +14.5% | -4.9% | +6.5% |
| YTD | +19.4% | -3.7% | +23.2% | +18.7% |
| 1Y | +22.4% | +2.8% | +19.6% | +20.1% |
| 3Y | +43.2% | +58.5% | -15.3% | +23.9% |
| 5Y | +42.6% | -25.0% | +67.6% | +43.0% |
| 10Y | +135.4% | +186.0% | -50.6% | +86.4% |
| All | +135.4% | +174.2% | -38.7% | +86.4% |
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