+182.0%
TRV vs DOC
-21.9%
+203.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.9% |
| 7D | +3.9% | +8.7% | -4.9% | +2.1% |
| 30D | +13.5% | +7.6% | +5.8% | +11.8% |
| 3M | +8.9% | -5.3% | +14.1% | +9.9% |
| 6M | +36.8% | +27.6% | +9.2% | +30.2% |
| YTD | +42.7% | +32.4% | +10.3% | +34.4% |
| 1Y | +49.9% | +22.9% | +27.0% | +43.4% |
| 3Y | +155.7% | +43.1% | +112.6% | +136.0% |
| All | +182.0% | -21.9% | +203.8% | +204.4% |
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