+180.5%
TRV vs XLB
+28.0%
+152.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.0% | +0.5% | +1.5% | +1.8% |
| 30D | +6.7% | +5.2% | +1.6% | +4.3% |
| 3M | +9.4% | +0.3% | +9.0% | +9.1% |
| 6M | +37.7% | +1.2% | +36.6% | +36.5% |
| YTD | +40.6% | +16.6% | +23.9% | +29.3% |
| 1Y | +42.4% | +21.4% | +21.0% | +28.3% |
| 3Y | +148.1% | +43.2% | +104.9% | +103.7% |
| All | +180.5% | +28.0% | +152.5% | +144.1% |
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