+293.8%
TRV vs XRT
+125.1%
+168.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | -1.5% | -3.6% | +2.1% | -0.3% |
| 30D | -1.8% | -6.7% | +4.9% | +0.5% |
| 3M | +21.6% | -1.4% | +23.0% | +21.9% |
| 6M | +22.5% | +1.7% | +20.8% | +21.2% |
| YTD | +28.1% | -1.5% | +29.6% | +28.0% |
| 1Y | +37.0% | -2.5% | +39.5% | +37.1% |
| 3Y | +141.9% | +39.9% | +102.0% | +108.6% |
| 5Y | +158.5% | -2.6% | +161.1% | +150.4% |
| All | +293.8% | +125.1% | +168.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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