+177.6%
TRV vs DOC
-22.1%
+199.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +1.2% | +6.2% | -5.1% | -0.1% |
| 30D | +11.7% | +6.5% | +5.2% | +10.3% |
| 3M | +5.7% | -6.2% | +11.9% | +6.9% |
| 6M | +34.7% | +25.6% | +9.1% | +28.7% |
| YTD | +40.5% | +32.1% | +8.4% | +32.4% |
| 1Y | +47.9% | +20.3% | +27.6% | +42.1% |
| 3Y | +151.7% | +42.7% | +109.0% | +132.4% |
| 5Y | +177.6% | -22.2% | +199.8% | +199.8% |
| All | +177.6% | -22.1% | +199.7% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling