+295.4%
TRV vs D
+34.1%
+261.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -2.3% | -2.1% | -0.3% | -1.6% |
| 3M | +22.7% | -0.7% | +23.4% | +22.9% |
| 6M | +21.9% | +5.6% | +16.4% | +18.9% |
| YTD | +27.5% | +14.6% | +12.9% | +20.1% |
| 1Y | +36.2% | +15.3% | +20.9% | +27.9% |
| 3Y | +140.6% | +59.1% | +81.5% | +94.4% |
| 5Y | +154.5% | +3.9% | +150.6% | +146.0% |
| 10Y | +295.4% | +38.5% | +256.9% | +249.2% |
| All | +295.4% | +34.1% | +261.4% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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