+113.0%
XRT vs TRU
+243.6%
-130.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +7.5% | +21.3% | -13.8% | -0.5% |
| 3M | +2.2% | +0.2% | +1.9% | +1.3% |
| 6M | +14.7% | +22.4% | -7.7% | +4.3% |
| YTD | +7.5% | -4.8% | +12.3% | +6.4% |
| 1Y | +14.1% | -0.2% | +14.3% | +10.7% |
| 3Y | +58.8% | +57.9% | +0.9% | +21.7% |
| 5Y | -3.9% | -26.1% | +22.2% | -2.1% |
| 10Y | +137.7% | +184.8% | -47.1% | +49.4% |
| All | +113.0% | +243.6% | -130.6% | +28.9% |
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 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