-15.6%
XYL vs TRU
-36.7%
+21.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -9.4% | +8.1% | +1.7% |
| 30D | -13.2% | -4.1% | -9.1% | -12.2% |
| 3M | -0.2% | +13.6% | -13.7% | -4.3% |
| 6M | -12.5% | +3.6% | -16.1% | -14.3% |
| YTD | -20.9% | -9.8% | -11.1% | -19.6% |
| 1Y | -21.6% | -13.6% | -7.9% | -19.7% |
| 3Y | +16.1% | -2.0% | +18.1% | +10.5% |
| 5Y | -15.6% | -35.8% | +20.2% | +1.9% |
| All | -15.6% | -36.7% | +21.0% | +1.9% |
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 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