+7.6%
XLF vs TRV
+39.8%
-32.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | -1.2% | +1.7% | -2.9% | -1.6% |
| 3M | +9.2% | +23.9% | -14.7% | +2.3% |
| 6M | +16.3% | +26.3% | -9.9% | +8.0% |
| YTD | +5.4% | +30.8% | -25.4% | -3.5% |
| 1Y | +7.6% | +36.3% | -28.7% | -3.6% |
| All | +7.6% | +39.8% | -32.2% | -3.6% |
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