+293.8%
TRV vs XME
+426.6%
-132.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.5% |
| 7D | -1.5% | -3.0% | +1.6% | -0.7% |
| 30D | -1.8% | -2.6% | +0.8% | -1.3% |
| 3M | +21.6% | +2.2% | +19.4% | +20.0% |
| 6M | +22.5% | +0.7% | +21.8% | +20.2% |
| YTD | +28.1% | +10.9% | +17.2% | +21.0% |
| 1Y | +37.0% | +35.7% | +1.3% | +20.1% |
| 3Y | +141.9% | +127.1% | +14.8% | +73.4% |
| 5Y | +158.5% | +168.5% | -10.0% | +66.3% |
| All | +293.8% | +426.6% | -132.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling