+6,432.7%
TRV vs XEL
+1,947.0%
+4,485.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | -2.3% | -0.9% | -1.5% | -2.1% |
| 3M | +22.7% | -1.4% | +24.1% | +23.2% |
| 6M | +21.9% | -5.8% | +27.8% | +24.1% |
| YTD | +27.5% | +4.7% | +22.8% | +25.1% |
| 1Y | +36.2% | +9.1% | +27.2% | +31.7% |
| 3Y | +140.6% | +47.8% | +92.7% | +108.4% |
| 5Y | +154.5% | +29.0% | +125.5% | +128.4% |
| 10Y | +295.4% | +154.0% | +141.4% | +188.2% |
| All | +6,432.7% | +1,947.0% | +4,485.7% | +2,488.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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