+302.0%
TRV vs DE
+863.9%
-561.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +1.9% | -2.6% | +4.5% | +2.8% |
| 30D | +1.7% | +9.0% | -7.3% | -1.5% |
| 3M | +23.9% | +19.1% | +4.7% | +15.9% |
| 6M | +26.3% | +14.4% | +11.9% | +19.2% |
| YTD | +30.8% | +45.9% | -15.1% | +12.1% |
| 1Y | +36.3% | +43.6% | -7.3% | +17.2% |
| 3Y | +145.0% | +75.9% | +69.1% | +89.9% |
| 5Y | +163.9% | +98.8% | +65.1% | +86.9% |
| All | +302.0% | +863.9% | -561.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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