+191.0%
XLU vs TRU
+225.6%
-34.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | -1.2% | -9.4% | +8.2% | +0.6% |
| 30D | -2.5% | -4.1% | +1.6% | -1.9% |
| 3M | -2.7% | +13.6% | -16.3% | -5.5% |
| 6M | -7.5% | +3.6% | -11.0% | -8.9% |
| YTD | +0.9% | -9.8% | +10.8% | +1.6% |
| 1Y | +3.3% | -13.6% | +16.9% | +4.5% |
| 3Y | +47.3% | -2.0% | +49.3% | +39.4% |
| 5Y | +44.4% | -35.8% | +80.2% | +49.1% |
| 10Y | +140.8% | +142.9% | -2.1% | +93.6% |
| All | +191.0% | +225.6% | -34.6% | +132.0% |
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