+14.3%
XLI vs TRV
+39.8%
-25.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | -1.7% | +1.9% | -3.6% | -1.8% |
| 30D | -7.3% | +1.7% | -9.0% | -7.4% |
| 3M | -1.3% | +23.9% | -25.2% | -3.3% |
| 6M | +2.2% | +26.3% | -24.0% | 0.0% |
| YTD | +11.7% | +30.8% | -19.1% | +9.0% |
| 1Y | +14.3% | +36.3% | -22.1% | +10.7% |
| All | +14.3% | +39.8% | -25.5% | +10.7% |
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