+228.1%
XLY vs TRU
+228.8%
-0.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -1.7% | -2.7% | +1.0% | -0.7% |
| 30D | -4.2% | -2.0% | -2.1% | -3.6% |
| 3M | -2.7% | +18.4% | -21.1% | -9.5% |
| 6M | -0.6% | +8.9% | -9.5% | -5.2% |
| YTD | -5.0% | -8.9% | +3.9% | -3.9% |
| 1Y | -4.1% | -15.9% | +11.8% | -0.5% |
| 3Y | +33.6% | -1.1% | +34.7% | +23.1% |
| 5Y | +28.7% | -35.2% | +63.9% | +38.6% |
| 10Y | +219.6% | +145.3% | +74.3% | +116.4% |
| All | +228.1% | +228.8% | -0.6% | +107.8% |
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