+40.3%
XLC vs TRV
+162.8%
-122.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +0.5% | +1.9% | -1.4% | 0.0% |
| 30D | +2.1% | +1.7% | +0.4% | +1.7% |
| 3M | +0.7% | +23.9% | -23.2% | -4.8% |
| 6M | -3.2% | +26.3% | -29.5% | -9.0% |
| YTD | -3.8% | +30.8% | -34.6% | -10.5% |
| 1Y | -2.0% | +36.3% | -38.4% | -9.9% |
| 3Y | +71.4% | +145.0% | -73.7% | +31.4% |
| All | +40.3% | +162.8% | -122.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling