+910.9%
TRV vs DG
+577.8%
+333.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.4% |
| 7D | +0.5% | -2.5% | +2.9% | +0.8% |
| 30D | -4.9% | +1.0% | -5.9% | -5.1% |
| 3M | +23.7% | +20.3% | +3.4% | +20.1% |
| 6M | +20.3% | -11.7% | +32.1% | +22.0% |
| YTD | +27.1% | -2.3% | +29.4% | +26.6% |
| 1Y | +35.3% | +20.0% | +15.3% | +30.1% |
| 3Y | +139.8% | +7.2% | +132.6% | +127.7% |
| 5Y | +153.9% | -37.9% | +191.8% | +164.2% |
| 10Y | +285.9% | +107.3% | +178.5% | +223.1% |
| All | +910.9% | +577.8% | +333.2% | +609.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling