+176.9%
XLE vs TRV
+298.6%
-121.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | +0.5% | -1.5% | +2.0% | +1.3% |
| 30D | +6.6% | -1.8% | +8.4% | +7.5% |
| 3M | +12.3% | +21.6% | -9.3% | -0.6% |
| 6M | +18.4% | +22.5% | -4.1% | +3.8% |
| YTD | +47.2% | +28.1% | +19.1% | +25.4% |
| 1Y | +50.3% | +37.0% | +13.2% | +22.4% |
| 3Y | +55.3% | +141.9% | -86.6% | -15.7% |
| 5Y | +226.0% | +158.5% | +67.4% | +64.8% |
| All | +176.9% | +298.6% | -121.7% | +7.8% |
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 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