+143.3%
DELL vs TRV
+54.4%
+88.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.3% | -7.5% |
| 7D | -24.6% | +3.9% | -28.5% | -23.3% |
| 30D | -32.5% | +13.5% | -45.9% | -29.6% |
| 3M | -20.2% | +8.9% | -29.1% | -18.0% |
| 6M | +76.5% | +36.8% | +39.7% | +100.4% |
| YTD | +198.9% | +42.7% | +156.2% | +231.3% |
| 1Y | +143.3% | +49.9% | +93.5% | +167.1% |
| All | +143.3% | +54.4% | +88.9% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling