+44.2%
XLU vs TRV
+162.8%
-118.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -3.3% | +1.7% | -5.0% | -3.8% |
| 3M | -3.2% | +23.9% | -27.0% | -8.7% |
| 6M | -7.0% | +26.3% | -33.2% | -12.8% |
| YTD | +0.6% | +30.8% | -30.2% | -6.6% |
| 1Y | +2.4% | +36.3% | -33.9% | -6.1% |
| 3Y | +46.3% | +145.0% | -98.8% | +12.2% |
| All | +44.2% | +162.8% | -118.6% | +7.1% |
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