+68.7%
XLC vs TRV
+140.3%
-71.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | -0.9% | -2.3% | +1.4% | -0.5% |
| 3M | -0.3% | +22.7% | -23.0% | -4.1% |
| 6M | -5.2% | +21.9% | -27.1% | -8.7% |
| YTD | -5.3% | +27.5% | -32.8% | -9.7% |
| 1Y | -2.8% | +36.2% | -39.1% | -8.6% |
| All | +68.7% | +140.3% | -71.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling