+154.4%
TRV vs XYZ
-68.2%
+222.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -1.5% | -5.2% | +3.7% | -1.2% |
| 30D | -1.8% | 0.0% | -1.8% | -1.8% |
| 3M | +21.6% | +18.7% | +2.9% | +20.5% |
| 6M | +22.5% | +20.5% | +1.9% | +21.1% |
| YTD | +28.1% | +21.5% | +6.7% | +26.4% |
| 1Y | +37.0% | +7.2% | +29.8% | +35.9% |
| 3Y | +141.9% | +49.0% | +92.9% | +133.4% |
| All | +154.4% | -68.2% | +222.6% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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