+229.6%
XYL vs TRU
+238.0%
-8.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | +0.1% |
| 7D | -5.0% | -6.8% | +1.7% | -2.7% |
| 30D | -13.2% | 0.0% | -13.3% | -13.4% |
| 3M | -3.7% | +13.3% | -17.0% | -8.4% |
| 6M | -17.7% | +3.4% | -21.1% | -19.7% |
| YTD | -21.5% | -6.4% | -15.1% | -21.2% |
| 1Y | -24.5% | -9.7% | -14.8% | -23.9% |
| 3Y | +6.9% | +0.1% | +6.8% | -2.0% |
| 5Y | -18.1% | -34.0% | +16.0% | -11.8% |
| 10Y | +134.7% | +147.9% | -13.2% | +56.0% |
| All | +229.6% | +238.0% | -8.4% | +104.1% |
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