+248.8%
XLF vs TRV
+306.9%
-58.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.6% |
| 7D | -1.5% | +1.9% | -3.4% | -2.6% |
| 30D | -1.2% | +1.7% | -2.9% | -2.2% |
| 3M | +9.2% | +23.9% | -14.7% | -4.9% |
| 6M | +16.3% | +26.3% | -9.9% | -0.1% |
| YTD | +5.4% | +30.8% | -25.4% | -11.6% |
| 1Y | +7.6% | +36.3% | -28.7% | -12.3% |
| 3Y | +74.2% | +145.0% | -70.8% | -5.9% |
| 5Y | +66.1% | +163.9% | -97.7% | -16.4% |
| All | +248.8% | +306.9% | -58.1% | +31.8% |
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