+166.9%
XLE vs TRV
+180.6%
-13.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +4.7% |
| 30D | -3.9% | +6.7% | -10.7% | -6.1% |
| 3M | +7.0% | +9.4% | -2.3% | +3.6% |
| 6M | +14.2% | +37.7% | -23.5% | +1.2% |
| YTD | +48.2% | +40.6% | +7.6% | +29.8% |
| 1Y | +47.7% | +42.4% | +5.2% | +28.6% |
| 3Y | +70.0% | +148.1% | -78.1% | +11.9% |
| All | +166.9% | +180.6% | -13.7% | +57.9% |
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