+552.8%
XLP vs TRV
+2,093.3%
-1,540.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +10.3% | +9.6% | +0.7% | +7.7% |
| 3M | +6.5% | +2.7% | +3.8% | +5.8% |
| 6M | +8.4% | +32.0% | -23.7% | +0.7% |
| YTD | +18.2% | +37.8% | -19.6% | +8.6% |
| 1Y | +22.4% | +45.2% | -22.8% | +10.9% |
| 3Y | +41.9% | +145.3% | -103.4% | +11.3% |
| 5Y | +40.9% | +172.3% | -131.4% | +6.7% |
| 10Y | +128.4% | +367.3% | -239.0% | +47.4% |
| All | +552.8% | +2,093.3% | -1,540.5% | +177.8% |
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 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