+1,096.1%
XLY vs TRV
+1,939.9%
-843.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.7% |
| 7D | -3.9% | -1.5% | -2.4% | -3.3% |
| 30D | -6.1% | -1.8% | -4.3% | -5.5% |
| 3M | -1.2% | +21.6% | -22.7% | -9.1% |
| 6M | -1.8% | +22.5% | -24.2% | -10.1% |
| YTD | -5.9% | +28.1% | -34.0% | -15.6% |
| 1Y | -3.1% | +37.0% | -40.1% | -15.6% |
| 3Y | +36.0% | +141.9% | -105.9% | -7.9% |
| 5Y | +27.6% | +158.5% | -130.9% | -17.2% |
| 10Y | +216.8% | +297.5% | -80.8% | +65.4% |
| All | +1,096.1% | +1,939.9% | -843.8% | +207.0% |
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