+49.9%
XLE vs TRV
+54.4%
-4.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.2% | -4.5% |
| 7D | -7.2% | +3.9% | -11.1% | -7.0% |
| 30D | +0.1% | +13.5% | -13.3% | +0.4% |
| 3M | +9.2% | +8.9% | +0.3% | +9.3% |
| 6M | +8.4% | +36.8% | -28.4% | +8.9% |
| YTD | +44.9% | +42.7% | +2.2% | +44.4% |
| 1Y | +49.9% | +49.9% | 0.0% | +48.8% |
| All | +49.9% | +54.4% | -4.6% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling