+50.3%
XLE vs TRV
+37.5%
+12.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | -1.8% | +2.3% | +0.4% |
| 30D | +6.6% | -2.1% | +8.7% | +6.5% |
| 3M | +12.3% | +21.2% | -8.9% | +11.7% |
| 6M | +18.4% | +22.0% | -3.6% | +18.1% |
| YTD | +47.2% | +27.7% | +19.5% | +45.7% |
| 1Y | +50.3% | +36.6% | +13.7% | +48.5% |
| All | +50.3% | +37.5% | +12.7% | +48.5% |
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 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