+148.7%
XLK vs TRV
+162.8%
-14.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | +0.2% | +1.9% | -1.7% | -0.1% |
| 30D | -0.6% | +1.7% | -2.3% | -0.9% |
| 3M | +2.6% | +23.9% | -21.3% | -1.6% |
| 6M | +34.0% | +26.3% | +7.7% | +27.8% |
| YTD | +30.7% | +30.8% | -0.1% | +23.5% |
| 1Y | +39.2% | +36.3% | +2.9% | +30.1% |
| 3Y | +120.4% | +145.0% | -24.6% | +71.7% |
| All | +148.7% | +162.8% | -14.1% | +89.9% |
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