+302.0%
TRV vs DVA
+187.8%
+114.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +1.9% | -1.3% | +3.3% | +2.2% |
| 30D | +1.7% | 0.0% | +1.7% | +1.7% |
| 3M | +23.9% | -10.9% | +34.8% | +25.9% |
| 6M | +26.3% | +17.3% | +9.0% | +21.0% |
| YTD | +30.8% | +59.8% | -29.0% | +17.3% |
| 1Y | +36.3% | +36.3% | +0.1% | +26.1% |
| 3Y | +145.0% | +88.6% | +56.4% | +106.8% |
| 5Y | +163.9% | +47.5% | +116.3% | +129.8% |
| All | +302.0% | +187.8% | +114.2% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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