+244.3%
DIA vs TRV
+298.6%
-54.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.9% |
| 7D | -3.0% | -1.5% | -1.5% | -2.4% |
| 30D | -3.0% | -1.8% | -1.2% | -2.3% |
| 3M | +4.5% | +21.6% | -17.1% | -4.9% |
| 6M | +9.8% | +22.5% | -12.7% | -0.6% |
| YTD | +9.3% | +28.1% | -18.9% | -3.3% |
| 1Y | +16.0% | +37.0% | -21.1% | -0.8% |
| 3Y | +57.7% | +141.9% | -84.2% | -0.1% |
| 5Y | +63.8% | +158.5% | -94.7% | -1.8% |
| All | +244.3% | +298.6% | -54.4% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling