+43.4%
XRT vs TRU
-1.9%
+45.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.4% |
| 7D | -0.3% | -7.2% | +6.9% | +1.7% |
| 30D | -5.6% | -2.8% | -2.8% | -5.1% |
| 3M | +2.5% | +13.0% | -10.5% | -1.5% |
| 6M | +3.7% | +0.7% | +3.0% | +2.5% |
| YTD | +1.0% | -9.0% | +10.0% | +2.1% |
| 1Y | -1.2% | -16.3% | +15.1% | +2.1% |
| 3Y | +43.4% | -1.1% | +44.4% | +44.9% |
| All | +43.4% | -1.9% | +45.2% | +44.9% |
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