+293.8%
TRV vs DG
+99.2%
+194.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -1.5% | -6.3% | +4.8% | -0.5% |
| 30D | -1.8% | +2.4% | -4.2% | -2.2% |
| 3M | +21.6% | +12.4% | +9.2% | +19.2% |
| 6M | +22.5% | -14.9% | +37.4% | +24.9% |
| YTD | +28.1% | -6.1% | +34.2% | +28.4% |
| 1Y | +37.0% | +17.9% | +19.2% | +31.8% |
| 3Y | +141.9% | +3.1% | +138.7% | +130.3% |
| 5Y | +158.5% | -38.7% | +197.2% | +173.6% |
| All | +293.8% | +99.2% | +194.6% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling