+134.7%
XLP vs TRU
+238.0%
-103.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +0.2% |
| 7D | -1.0% | -6.8% | +5.7% | +0.1% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +3.8% | +13.3% | -9.5% | +1.4% |
| 6M | -1.7% | +3.4% | -5.2% | -2.9% |
| YTD | +10.3% | -6.4% | +16.6% | +10.3% |
| 1Y | +7.8% | -9.7% | +17.5% | +8.2% |
| 3Y | +27.2% | +0.1% | +27.1% | +21.1% |
| 5Y | +32.5% | -34.0% | +66.6% | +36.6% |
| 10Y | +101.8% | +147.9% | -46.1% | +55.0% |
| All | +134.7% | +238.0% | -103.3% | +74.2% |
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 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