+7.2%
XLP vs TRU
-16.5%
+23.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.5% |
| 7D | -1.4% | -7.2% | +5.8% | -0.9% |
| 30D | -1.3% | -2.8% | +1.5% | -1.1% |
| 3M | +1.8% | +13.0% | -11.2% | +1.3% |
| 6M | -0.8% | +0.7% | -1.5% | -1.2% |
| YTD | +9.5% | -9.0% | +18.5% | +9.9% |
| 1Y | +7.2% | -16.3% | +23.5% | +8.2% |
| All | +7.2% | -16.5% | +23.7% | +8.2% |
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