+889.2%
XLV vs TRV
+1,982.3%
-1,093.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | -3.6% | +1.9% | -5.5% | -4.1% |
| 30D | -1.8% | +1.7% | -3.5% | -2.4% |
| 3M | +7.8% | +23.9% | -16.1% | +0.8% |
| 6M | +9.1% | +26.3% | -17.2% | +1.4% |
| YTD | +7.7% | +30.8% | -23.1% | -1.1% |
| 1Y | +20.4% | +36.3% | -15.9% | +9.1% |
| 3Y | +30.8% | +145.0% | -114.2% | -2.1% |
| 5Y | +34.6% | +163.9% | -129.2% | -2.5% |
| 10Y | +173.4% | +305.8% | -132.4% | +68.6% |
| All | +889.2% | +1,982.3% | -1,093.1% | +263.7% |
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