+157.1%
TRV vs XLB
+34.4%
+122.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +1.5% |
| 30D | -2.3% | -3.4% | +1.0% | -0.9% |
| 3M | +22.7% | +1.6% | +21.1% | +21.5% |
| 6M | +21.9% | +3.6% | +18.3% | +19.3% |
| YTD | +27.5% | +14.2% | +13.2% | +18.4% |
| 1Y | +36.2% | +15.6% | +20.7% | +25.7% |
| 3Y | +140.6% | +33.1% | +107.5% | +104.9% |
| All | +157.1% | +34.4% | +122.7% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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