+412.9%
XLF vs TRV
+1,929.0%
-1,516.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.2% |
| 30D | -1.3% | -2.3% | +1.0% | +0.2% |
| 3M | +9.1% | +22.7% | -13.5% | -5.1% |
| 6M | +14.4% | +21.9% | -7.6% | -0.4% |
| YTD | +5.1% | +27.5% | -22.4% | -11.2% |
| 1Y | +8.6% | +36.2% | -27.6% | -12.3% |
| 3Y | +74.4% | +140.6% | -66.2% | -5.5% |
| 5Y | +64.4% | +154.5% | -90.2% | -15.6% |
| 10Y | +251.6% | +295.4% | -43.8% | +30.8% |
| All | +412.9% | +1,929.0% | -1,516.1% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling