+1,455.3%
XLK vs TRV
+1,939.9%
-484.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.4% | -1.5% | +1.1% | +0.1% |
| 30D | -0.5% | -1.8% | +1.3% | +0.1% |
| 3M | +5.0% | +21.6% | -16.6% | -3.3% |
| 6M | +32.9% | +22.5% | +10.4% | +21.5% |
| YTD | +29.0% | +28.1% | +0.8% | +15.6% |
| 1Y | +37.8% | +37.0% | +0.8% | +20.0% |
| 3Y | +118.7% | +141.9% | -23.2% | +48.6% |
| 5Y | +145.6% | +158.5% | -13.0% | +60.1% |
| 10Y | +791.5% | +297.5% | +494.0% | +370.5% |
| All | +1,455.3% | +1,939.9% | -484.6% | +329.4% |
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