+36.3%
TRV vs XHB
-14.9%
+51.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.9% |
| 7D | +1.9% | -4.6% | +6.6% | +2.6% |
| 30D | +1.7% | -9.1% | +10.8% | +3.0% |
| 3M | +23.9% | -8.6% | +32.4% | +25.0% |
| 6M | +26.3% | -4.0% | +30.3% | +26.3% |
| YTD | +30.8% | -3.9% | +34.8% | +30.1% |
| 1Y | +36.3% | -16.5% | +52.8% | +42.5% |
| All | +36.3% | -14.9% | +51.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling