-98.3%
DFNS vs TRV
+34.7%
-133.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | -1.4% |
| 7D | -16.0% | -0.1% | -15.8% | -16.6% |
| 30D | -77.7% | -3.4% | -74.3% | -78.3% |
| 3M | -77.2% | +26.4% | -103.6% | -70.7% |
| 6M | -95.2% | +19.3% | -114.5% | -94.2% |
| YTD | -98.0% | +28.3% | -126.3% | -97.3% |
| 1Y | -98.3% | +34.3% | -132.5% | -97.5% |
| All | -98.3% | +34.7% | -133.0% | -97.5% |
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