+154.5%
TRV vs XRT
-2.4%
+156.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.7% |
| 7D | +0.2% | -2.4% | +2.6% | +0.7% |
| 30D | -2.3% | -6.9% | +4.6% | -0.9% |
| 3M | +22.7% | -0.4% | +23.1% | +22.6% |
| 6M | +21.9% | +2.2% | +19.7% | +21.1% |
| YTD | +27.5% | -0.7% | +28.1% | +27.2% |
| 1Y | +36.2% | -2.0% | +38.2% | +36.2% |
| 3Y | +140.6% | +41.0% | +99.6% | +121.7% |
| 5Y | +154.5% | -3.3% | +157.8% | +154.1% |
| All | +154.5% | -2.4% | +156.9% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling