+1,111.5%
XLI vs TRV
+1,922.4%
-810.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | -5.8% | -4.9% | -1.0% | -3.9% |
| 3M | +0.7% | +23.7% | -23.0% | -8.4% |
| 6M | +3.2% | +20.3% | -17.1% | -5.2% |
| YTD | +13.0% | +27.1% | -14.0% | +1.3% |
| 1Y | +16.8% | +35.3% | -18.5% | +1.7% |
| 3Y | +72.4% | +139.8% | -67.4% | +15.5% |
| 5Y | +82.8% | +153.9% | -71.1% | +18.3% |
| 10Y | +252.4% | +285.9% | -33.4% | +86.9% |
| All | +1,111.5% | +1,922.4% | -810.9% | +231.1% |
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