+33.6%
XLY vs TRU
-1.3%
+34.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -2.7% | +1.0% | -1.0% |
| 30D | -4.2% | -2.0% | -2.1% | -3.8% |
| 3M | -2.7% | +18.4% | -21.1% | -7.4% |
| 6M | -0.6% | +8.9% | -9.5% | -3.7% |
| YTD | -5.0% | -8.9% | +3.9% | -4.0% |
| 1Y | -4.1% | -15.9% | +11.8% | -1.2% |
| 3Y | +33.6% | -1.1% | +34.7% | +38.7% |
| All | +33.6% | -1.3% | +34.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling