+293.8%
TRV vs DD
+67.0%
+226.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -1.5% | -2.9% | +1.4% | -0.5% |
| 30D | -1.8% | -11.5% | +9.7% | +2.1% |
| 3M | +21.6% | -5.4% | +27.0% | +23.4% |
| 6M | +22.5% | -6.9% | +29.4% | +24.1% |
| YTD | +28.1% | +6.9% | +21.3% | +23.2% |
| 1Y | +37.0% | +35.6% | +1.4% | +20.7% |
| 3Y | +141.9% | +42.5% | +99.3% | +102.3% |
| 5Y | +158.5% | +58.5% | +100.0% | +101.7% |
| All | +293.8% | +67.0% | +226.8% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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