+141.1%
TRV vs D
+63.9%
+77.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -0.1% | +1.5% | -1.6% | -0.5% |
| 30D | -3.4% | -2.6% | -0.8% | -2.9% |
| 3M | +26.4% | 0.0% | +26.4% | +26.3% |
| 6M | +19.3% | +7.4% | +11.9% | +17.1% |
| YTD | +28.3% | +15.9% | +12.5% | +23.6% |
| 1Y | +34.3% | +18.1% | +16.2% | +28.7% |
| All | +141.1% | +63.9% | +77.2% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling