+34.1%
XLP vs TRV
+156.1%
-122.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -0.9% | -3.4% | +2.5% | 0.0% |
| 3M | +3.8% | +26.4% | -22.6% | -2.5% |
| 6M | -1.7% | +19.3% | -21.0% | -6.4% |
| YTD | +10.3% | +28.3% | -18.1% | +3.0% |
| 1Y | +7.8% | +34.3% | -26.5% | -0.6% |
| 3Y | +27.2% | +140.1% | -112.9% | -0.8% |
| All | +34.1% | +156.1% | -122.0% | +0.8% |
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 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