+17.2%
XLI vs TRV
+34.7%
-17.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | -0.1% | -0.9% | -1.1% |
| 30D | -5.9% | -3.4% | -2.5% | -5.7% |
| 3M | -0.3% | +26.4% | -26.7% | -2.9% |
| 6M | +0.1% | +19.3% | -19.2% | -1.5% |
| YTD | +13.6% | +28.3% | -14.7% | +10.8% |
| 1Y | +17.2% | +34.3% | -17.1% | +13.2% |
| All | +17.2% | +34.7% | -17.5% | +13.2% |
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