+344.9%
TRV vs XRT
+136.4%
+208.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.0% | +1.7% | +0.3% | +1.4% |
| 30D | +6.7% | +7.5% | -0.8% | +4.0% |
| 3M | +9.4% | +2.2% | +7.2% | +8.4% |
| 6M | +37.7% | +14.7% | +23.1% | +30.9% |
| YTD | +40.6% | +7.5% | +33.1% | +36.2% |
| 1Y | +42.4% | +14.1% | +28.3% | +35.0% |
| 3Y | +148.1% | +58.8% | +89.3% | +104.8% |
| 5Y | +181.7% | -3.9% | +185.6% | +178.2% |
| All | +344.9% | +136.4% | +208.6% | +134.5% |
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