+9.1%
XLF vs TRV
+34.7%
-25.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | +0.2% | -3.4% | +3.6% | +1.0% |
| 3M | +11.7% | +26.4% | -14.7% | +3.4% |
| 6M | +13.8% | +19.3% | -5.5% | +7.2% |
| YTD | +7.0% | +28.3% | -21.3% | -2.0% |
| 1Y | +9.1% | +34.3% | -25.1% | -2.4% |
| All | +9.1% | +34.7% | -25.6% | -2.4% |
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