+1,357.9%
TRV vs XRT
+539.9%
+818.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +2.0% | +1.7% | +0.3% | +1.1% |
| 30D | +6.7% | +7.5% | -0.8% | +2.9% |
| 3M | +9.4% | +2.2% | +7.2% | +7.9% |
| 6M | +37.7% | +14.7% | +23.1% | +27.9% |
| YTD | +40.6% | +7.5% | +33.1% | +34.2% |
| 1Y | +42.4% | +14.1% | +28.3% | +31.8% |
| 3Y | +148.1% | +58.8% | +89.3% | +88.4% |
| 5Y | +181.7% | -3.9% | +185.6% | +166.2% |
| 10Y | +352.6% | +137.7% | +214.9% | +123.8% |
| All | +1,357.9% | +539.9% | +818.0% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling