+364.3%
TRV vs DOC
+15.7%
+348.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -0.3% | +6.5% | -6.7% | -2.5% |
| 30D | +9.6% | +9.2% | +0.4% | +6.1% |
| 3M | +2.7% | -2.5% | +5.2% | +3.5% |
| 6M | +32.0% | +7.1% | +25.0% | +28.5% |
| YTD | +37.8% | +33.0% | +4.8% | +22.4% |
| 1Y | +45.2% | +23.3% | +22.0% | +32.7% |
| 3Y | +145.3% | +44.9% | +100.3% | +104.7% |
| 5Y | +172.3% | -21.6% | +193.9% | +190.4% |
| All | +364.3% | +15.7% | +348.6% | +320.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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