+63.2%
XLF vs TRV
+157.5%
-94.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.6% |
| 7D | -2.9% | -1.5% | -1.4% | -2.2% |
| 30D | -1.6% | -1.8% | +0.2% | -0.8% |
| 3M | +9.3% | +21.6% | -12.3% | -0.9% |
| 6M | +14.6% | +22.5% | -7.9% | +3.4% |
| YTD | +4.7% | +28.1% | -23.4% | -7.7% |
| 1Y | +8.6% | +37.0% | -28.4% | -7.6% |
| 3Y | +73.9% | +141.9% | -68.0% | +6.9% |
| All | +63.2% | +157.5% | -94.3% | -5.1% |
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