+239.3%
XYL vs TRU
+228.6%
+10.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.8% | +5.7% | +4.0% |
| 7D | +1.8% | -7.2% | +9.0% | +4.5% |
| 30D | -9.2% | -2.8% | -6.4% | -8.5% |
| 3M | -0.3% | +13.0% | -13.3% | -5.1% |
| 6M | -11.0% | +0.7% | -11.6% | -12.3% |
| YTD | -19.2% | -9.0% | -10.2% | -18.1% |
| 1Y | -21.2% | -16.3% | -4.9% | -18.2% |
| 3Y | +18.6% | -1.1% | +19.7% | +9.0% |
| 5Y | -14.3% | -36.0% | +21.7% | -6.8% |
| 10Y | +141.0% | +139.9% | +1.1% | +62.0% |
| All | +239.3% | +228.6% | +10.8% | +112.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling