-94.6%
DFNS vs TRV
+8.6%
-103.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.9% | -20.3% | -18.8% |
| 7D | -12.7% | +0.1% | -12.7% | -13.0% |
| 30D | -65.2% | +8.0% | -73.2% | -61.1% |
| 3M | -94.6% | +9.3% | -103.9% | -93.8% |
| All | -94.6% | +8.6% | -103.1% | -93.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling