+293.8%
TRV vs DLR
+172.7%
+121.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.9% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -1.8% | -2.9% | +1.0% | -1.3% |
| 3M | +21.6% | +3.2% | +18.4% | +20.4% |
| 6M | +22.5% | +3.9% | +18.6% | +21.0% |
| YTD | +28.1% | +21.4% | +6.7% | +22.5% |
| 1Y | +37.0% | +9.7% | +27.4% | +33.5% |
| 3Y | +141.9% | +56.5% | +85.3% | +114.1% |
| 5Y | +158.5% | +41.5% | +117.0% | +131.3% |
| All | +293.8% | +172.7% | +121.1% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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