+153.9%
TRV vs D
+8.5%
+145.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -4.9% | -0.7% | -4.1% | -4.7% |
| 3M | +23.7% | +2.1% | +21.7% | +23.0% |
| 6M | +20.3% | +6.8% | +13.5% | +17.9% |
| YTD | +27.1% | +16.5% | +10.5% | +21.4% |
| 1Y | +35.3% | +19.2% | +16.2% | +28.5% |
| 3Y | +139.8% | +61.9% | +78.0% | +110.2% |
| 5Y | +153.9% | +6.5% | +147.3% | +152.4% |
| All | +153.9% | +8.5% | +145.3% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling