+225.7%
XLE vs TRV
+156.0%
+69.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +12.6% | -4.9% | +17.5% | +14.5% |
| 3M | +11.8% | +23.7% | -11.9% | +2.9% |
| 6M | +16.1% | +20.3% | -4.2% | +7.7% |
| YTD | +46.9% | +27.1% | +19.8% | +33.1% |
| 1Y | +53.3% | +35.3% | +17.9% | +35.1% |
| 3Y | +54.9% | +139.8% | -84.9% | +1.4% |
| 5Y | +225.7% | +153.9% | +71.8% | +101.1% |
| All | +225.7% | +156.0% | +69.7% | +101.1% |
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