+151.6%
XLP vs TRU
+243.5%
-91.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +0.7% | +5.7% | -5.0% | -0.2% |
| 30D | +10.3% | +29.2% | -19.0% | +5.4% |
| 3M | +6.5% | +2.7% | +3.9% | +5.7% |
| 6M | +8.4% | +15.2% | -6.8% | +5.1% |
| YTD | +18.2% | -4.9% | +23.1% | +17.7% |
| 1Y | +22.4% | +3.4% | +19.0% | +19.9% |
| 3Y | +41.9% | +63.2% | -21.3% | +22.1% |
| 5Y | +40.9% | -26.6% | +67.4% | +41.3% |
| 10Y | +128.4% | +172.8% | -44.4% | +72.0% |
| All | +151.6% | +243.5% | -91.9% | +85.7% |
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