+138.0%
TRV vs DRI
+56.7%
+81.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | +0.5% | -1.2% | +1.7% | +0.7% |
| 30D | -4.9% | -0.4% | -4.5% | -4.9% |
| 3M | +23.7% | +9.5% | +14.2% | +21.2% |
| 6M | +20.3% | +6.5% | +13.9% | +18.3% |
| YTD | +27.1% | +18.4% | +8.6% | +21.6% |
| 1Y | +35.3% | +4.2% | +31.1% | +33.2% |
| All | +138.0% | +56.7% | +81.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling