+1,242.0%
TRV vs XHB
+163.2%
+1,078.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +0.2% | -1.9% | +2.1% | +1.0% |
| 30D | -2.3% | -8.3% | +6.0% | +1.3% |
| 3M | +22.7% | -7.1% | +29.8% | +25.9% |
| 6M | +21.9% | -5.3% | +27.2% | +23.3% |
| YTD | +27.5% | -3.2% | +30.7% | +27.1% |
| 1Y | +36.2% | -13.9% | +50.1% | +42.7% |
| 3Y | +140.6% | +24.9% | +115.7% | +105.6% |
| 5Y | +154.5% | +34.5% | +120.0% | +102.5% |
| 10Y | +295.4% | +215.5% | +80.0% | +103.5% |
| All | +1,242.0% | +163.2% | +1,078.8% | +412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling