+302.4%
TRV vs XYZ
+608.9%
-306.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.2% | -3.7% | +3.9% | +0.5% |
| 30D | -2.3% | +0.5% | -2.9% | -2.4% |
| 3M | +22.7% | +16.3% | +6.4% | +20.9% |
| 6M | +21.9% | +21.1% | +0.8% | +19.4% |
| YTD | +27.5% | +22.0% | +5.5% | +24.3% |
| 1Y | +36.2% | +5.2% | +31.1% | +34.3% |
| 3Y | +140.6% | +49.6% | +91.0% | +123.7% |
| 5Y | +154.5% | -68.4% | +223.0% | +168.0% |
| 10Y | +295.4% | +604.5% | -309.1% | +177.6% |
| All | +302.4% | +608.9% | -306.6% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling