-3.3%
XRT vs TRU
-36.4%
+33.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.3% |
| 7D | -2.4% | -6.5% | +4.1% | -0.1% |
| 30D | -6.9% | -2.5% | -4.4% | -6.3% |
| 3M | -0.4% | +10.4% | -10.8% | -4.9% |
| 6M | +2.2% | +1.6% | +0.6% | +0.2% |
| YTD | -0.7% | -9.7% | +9.0% | +0.9% |
| 1Y | -2.0% | -17.3% | +15.3% | +2.6% |
| 3Y | +41.0% | -1.8% | +42.8% | +31.9% |
| 5Y | -3.3% | -36.2% | +32.9% | +17.3% |
| All | -3.3% | -36.4% | +33.1% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling