+42.0%
XLP vs TRU
-26.8%
+68.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.0% |
| 7D | +0.7% | +5.7% | -5.0% | +0.1% |
| 30D | +10.3% | +29.2% | -19.0% | +7.1% |
| 3M | +6.5% | +2.7% | +3.9% | +6.0% |
| 6M | +8.4% | +15.2% | -6.8% | +6.3% |
| YTD | +18.2% | -4.9% | +23.1% | +17.9% |
| 1Y | +22.4% | +3.4% | +19.0% | +20.9% |
| 3Y | +41.9% | +63.2% | -21.3% | +28.3% |
| All | +42.0% | -26.8% | +68.8% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling