+1,217.6%
TRV vs XRT
+501.1%
+716.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | +0.5% | -0.3% | +0.7% | +0.6% |
| 30D | -4.9% | -5.6% | +0.8% | -2.2% |
| 3M | +23.7% | +2.5% | +21.2% | +21.8% |
| 6M | +20.3% | +3.7% | +16.6% | +17.4% |
| YTD | +27.1% | +1.0% | +26.1% | +25.3% |
| 1Y | +35.3% | -1.2% | +36.5% | +34.4% |
| 3Y | +139.8% | +43.4% | +96.5% | +91.7% |
| 5Y | +153.9% | -0.7% | +154.6% | +133.8% |
| 10Y | +285.9% | +123.7% | +162.2% | +96.8% |
| All | +1,217.6% | +501.1% | +716.5% | +204.2% |
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