+135.9%
XLU vs TRU
+147.2%
-11.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | -3.3% | -2.0% | -1.3% | -3.0% |
| 3M | -3.2% | +18.4% | -21.6% | -6.8% |
| 6M | -7.0% | +8.9% | -15.8% | -9.4% |
| YTD | +0.6% | -8.9% | +9.6% | +1.1% |
| 1Y | +2.4% | -15.9% | +18.3% | +4.3% |
| 3Y | +46.3% | -1.1% | +47.3% | +37.7% |
| 5Y | +44.0% | -35.2% | +79.2% | +49.8% |
| All | +135.9% | +147.2% | -11.3% | +83.1% |
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