+35.5%
XLV vs TRV
+162.8%
-127.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -3.6% | +1.9% | -5.5% | -4.0% |
| 30D | -1.8% | +1.7% | -3.5% | -2.3% |
| 3M | +7.8% | +23.9% | -16.1% | +1.6% |
| 6M | +9.1% | +26.3% | -17.2% | +2.2% |
| YTD | +7.7% | +30.8% | -23.1% | -0.1% |
| 1Y | +20.4% | +36.3% | -15.9% | +10.4% |
| 3Y | +30.8% | +145.0% | -114.2% | +0.1% |
| All | +35.5% | +162.8% | -127.4% | +1.6% |
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