+633.7%
XLU vs TRV
+1,939.9%
-1,306.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.2% | -1.5% | +0.3% | -0.8% |
| 30D | -2.5% | -1.8% | -0.7% | -2.0% |
| 3M | -2.7% | +21.6% | -24.3% | -8.6% |
| 6M | -7.5% | +22.5% | -29.9% | -13.2% |
| YTD | +0.9% | +28.1% | -27.2% | -6.8% |
| 1Y | +3.3% | +37.0% | -33.7% | -6.6% |
| 3Y | +47.3% | +141.9% | -94.6% | +10.7% |
| 5Y | +44.4% | +158.5% | -114.1% | +5.2% |
| 10Y | +140.8% | +297.5% | -156.7% | +50.4% |
| All | +633.7% | +1,939.9% | -1,306.2% | +175.8% |
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