+102.9%
XLP vs TRV
+282.1%
-179.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | -1.3% | -4.9% | +3.6% | +0.2% |
| 3M | +1.8% | +23.7% | -21.9% | -5.0% |
| 6M | -0.8% | +20.3% | -21.1% | -6.7% |
| YTD | +9.5% | +27.1% | -17.5% | +1.1% |
| 1Y | +7.2% | +35.3% | -28.2% | -3.1% |
| 3Y | +27.1% | +139.8% | -112.7% | -6.2% |
| 5Y | +32.0% | +153.9% | -121.8% | -5.8% |
| 10Y | +102.9% | +285.9% | -183.0% | +25.8% |
| All | +102.9% | +282.1% | -179.2% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling