+141.3%
XLC vs TRV
+245.5%
-104.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -1.7% | -1.5% | -0.2% | -1.2% |
| 30D | +0.2% | -1.8% | +2.0% | +0.8% |
| 3M | +0.7% | +21.6% | -20.9% | -6.1% |
| 6M | -4.5% | +22.5% | -26.9% | -11.3% |
| YTD | -4.7% | +28.1% | -32.9% | -13.0% |
| 1Y | -1.5% | +37.0% | -38.5% | -12.3% |
| 3Y | +72.2% | +141.9% | -69.6% | +22.1% |
| 5Y | +39.3% | +158.5% | -119.2% | -5.4% |
| All | +141.3% | +245.5% | -104.2% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling